"Correctly" is a loaded question.
"Y" - you can get into trouble if the piping is attempting to lift off. A +Y and a -Y with gap may be more accurate. But if it's not lifting off, then "Y" is likely just as good. You might fall astray with hot sustained cases or merely over-estimating stresses in vertical runs.
By and large, I will recommend using a gap on the Z axis. However, there will be times where non-convergence issues in CAESAR may want you to close this gap. You will want to pick the guides where you can intuitively say loads with gap are approximately the same as loads without gap.
Technically, this support type provides RX, RY, and RZ. RY comes with a gap dependent on the width of your shoe and the gap between shoe and clip.
RZ and RX without the clips are somewhat contentious. To fully simulate reality, you would have to overcome the pipe shoe's "toppling" load for it to start to rotate, and then the rotation will occur at either the shoe edge or the steel edge, whichever is met first. However, CAESAR can't do this automatically, so we tend to treat everything as acting at centerlines and assume toppling can't happen. Once it "topples," it has a different resistance to rotation. This could be an RX2 or RZ2, of course, but it's difficult to quantify the "new" resistance.
Once we add clips into the mix, then we have a limit to the amount of rotation on top of that. CAESAR does not possess an RX3 or RZ3 option (not that I'm asking for one).
Further, no mention of friction or stiffness has been discussed, which are yet more complexities.
So, unfortunately, this will fall back onto you to decide the most accurate variation for your needs.
I would personally default to Y and Z with gap until the analysis shows results that are interpreted as inaccurate. If you have a support spinning around in the X, Y, or Z, or overstress due to lift-off, then look into those particular supports.
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