On a first time range-trip that's really the ONLY rule I teach.
KEEP IT POINTED THAT WAY.
I get into the "four rules", however, I really just deal with keeping the firearm pointed downrange no matter what. And I specifically address the issues of jams, unexpected things with the firearm or from shooting it causing questions, and hot brass.
I literally have them practice setting the firearm down on the shooting bench while keeping it pointed downrange, and backing away from it. They don't have to clear the action, turn on a safety, anything. Just set it down. That way they have a default action to fall back on for anything that happens.
The one exception I give them to deal with is the potential for a hang-fire, however that's vanishingly rare.