amazon rds – Lambda opening RDS proxy connections

I am integrating lambda(Python) with RDS proxy, and for some of the examples on the web, I can see people initiating the connection outside the handler, and never closing it.
On the other hand, I have seen examples on which people initiate the connection within the handler.
So, what is the best practice? I assume if you go for the first approach, the idle client connection timeout(RDS proxy) should be short, otherwise you can surpass the connection limit.