R04580 Prior Period and Timing

We have a problem with the R04580 when we run withholding at the time of payment.  We were always told we should run this at payment time rather than voucher entry time, but is this the case?

When we run it at payment time, if the vouchers belong to the prior period (or indeed year) then the resultant batch ends up with errors as it tries to post into the prior period.

This happened at year end 2018 after the final accounts were produced and ended up in having to re-open 2018 to get the batch to post.  If these had been signed off we would be unable to do this.