its ok to do it provided u don't slam the brakes.

however this practice will wear the brakes faster than usual brake with gear engaged, cuz when u brake while stepping the clutch or in free gear, the car has lesser grip thus more momentum, thus more braking is required to slow down the car, thus more brake wear. While if u brake with gear engaged, u slow down not 100% relying on the brakes, the gears also helped in slowing down thus lesser brake wear.

another advice is, rather than stepping on the clutch, why not just switch to free gear? cuz stepping on the clutch just holding it down like that ain't good and will definitely wear the clutch out very fast. clutch are suppose to be step just to switch gears, not to be step to let the car be in free gear. if free gear is what u want then switch it to free gear then let go the clutch, don't hold it down.