You should propagate succulents in the same media that you want them to be potted up in later on. So in your case, if you want them to be potted in soil, then you should also propagate them in soil.
The reason for this is that you are less likely to get any root rot issues when propagating them in soil. Another factor to consider is the pot size. If you are using small pots, then you may need to use soil as a medium because of the limited space inside the pot. But if you are using large pots, then you should probably just use water to propagate your succulents.