There are several available options. More experienced SUPERFANS will know the real methods of this.
I only know of 4 approaches....
firstly you must know there is no best approach... each one can be equally valid....
1. THE FULL MONTY APPROACH
you get completely naked and lay on the bed, face up. this is signalling... it signals to the massage lady coming in that you are looking for a good part 2 and some erotic action... downside is that someone else might accidently walk in
2. THE PARTIAL MONTY APPROACH
you get completely naked and lay on the bed face bottom. this is partial signalling.... many guys do massage naked with no intention of erotic action... so there some ambiguity... there is lack of shame if someone walks in because they can't see your face or identify you
3. THE SWISS GUARD APPROACH
this is the approach i use... my personal favourite... strip your top off and sit on the side of the bed...wait till you hear the MLs foot steps, then start taking off your pants. time it so that when she enters, you have just taken off your pants... then politely ask with a Swiss accent whether you can take off your undies...
4. THE AMISH PROCEDURE
stay fully clothed until the ML walks in, the slowly take each item of clothing off... during the process keep signalling to her if it is ok to continue / proceed