When I opt out, I keep my stuff next to me, or take it off the machine and wait for the TSA drone to show up. It doesn't go in until I'm going with the drone who's going to assault me.
I've tried this both ways: putting my bags on the belt before opting out, and holding my bags, opting out, and only placing them on the belt when an agent comes to escort me.
Both approaches have gotten me yelled at.