Some unglazed terracotta is not watertight and you may end up with damage to surfaces underneath. Only experience will tell if yours are or not. Otherwise there are no tricks or techniques that I am aware of. They are just used, as any pot saucer made from any material is, to prevent water draining and soil washing from the pot onto the surface it is on. They should not have to hold water for long periods - just prevent drips. I doubt they'll stick to the pots but again only experience will tell you that. It's certainly never happened to me.

The effluent that exits the drain hole will be full of salts - some from fertilizers, some from the process of mineralization, and some from tapwater. These salts should not have a pathway back into the soil because they can badly skew the ratio of nutrients in the soil solution and raise the level of salt (EC/TDS) in the soil solution. The level of fertilizer salts in the soil solution should only be high enough to ensure there are no nutritional deficiencies and no higher. The higher the salt level is, the more difficult it is for the plant to absorb water and the nutrients IN the water.

I use pieces of plastic channel about 1" tall in my collection saucers. This raises the pot so the effluent has no pathway back into the soil. What water collects in the saucer is simply left to evaporate. Since I have more than 100 plants concentrated into 64 square feet of growing area, the water that collects in the saucers is a significant addition to ambient humidity as it evaporates - always a winter plus in northern climes.

Al