Which way do other people do it - upwards or sideways? (re nailing wedge to top bar)
Think here of the fixing you are using. And, of course, the items being fixed together.
While it can be done from the side, from underneath must be preferable.
Many use a nail/brad gun or stapler. The usual profectile is 15/16mm in length and needs to penetrate the wood to a reasonable depth to secure the pieces. My brood frames are 27mm wide, so sideways penetration might only be a couple of mm with a short brad - definitely out of the question as the holding force is rubbish, contact between items is poor and it will be gripping against a soft material (wax sheet).
Further, the accuracy of placement is more important than when hitting a wedge from the underside. It is harder than with a target area of around half an inch (10-12mm). Energy expended in driving through the width of the wedge must be considered as wasted, so it is inefficient if doing manually!
Again, most use wired foundation so the wire tabs are bent over and retain the wax in position and can be through- nailed from underneath, and are securely gripped by nailing from underneath.
The exception might be unwired foundation, as it may be better gripped in that direction, especially as the nails will go through the edge of the sheet. But consideration as to how these sheets are started to be drawn is sometimes necessary as it can be problematic - if started at the top edge, the bees will attach it securely, but weaker colonies in less than a good flow can start on the face - with the possibility of pulling the comb away from the top bar in extreme cases. EHB, doing it diagonally is likely an effective once-fixing job, but I generally tack the wedge in place, if making lots of frames and not fitting the foundation until later. Splitting the wood is yet another greater risk from the side.
Wedge removal is yet another consideration and may depend on whether you recycle your frames. On balance it is probably easier to remove weges nailed from below? If there is any gap between wedge and top bar, it will likely be glued together, given time in in the hive.
But, your choice of course. I still reckon most will nail from underneath as the preferred method.