Not sure how it is elsewhere, in addition to my APN recommending sublingual, my prescription actually says to take it sublingual, right on the bottle. So, I do. Being new, I haven't had much thought to challenge that notion.
The actual process usually goes really quickly for me, pills are in powder form under my tongue within a few minutes. Happily, they taste ok too.
I was never a fan of the taste of chalky or uncoated pills, my "trick" for taking them and avoiding the taste was to put them under my tongue and then drink water, quickly flushing them over my tongue and down my thought.
My only worry is that I forget to do that or trap the other pills under my tongue in the future, as my mouth adapts to the sublingual E.