You must try both. Dream stuff is very personal, so you should experiment.
If you keep your eyes closed and go back to REM sleep WHILE keeping yourself conscious, you might experience what is called chaining: when you continue your last dream (I guess you still need to recall your last dream).
If you find it hard to keep eyes closed/opened, you wont get relaxed.If you feel your eyes opening, you can stay up and get some awareness instead.
If you found it interesting, check some chaining topics, and if the eyelids doesn’t close, check this tread:
https://community.ld4all.com/t/eyelids-opening-during-wild/35259
After awakening, mostly eyes open: to go to bathroom etc. and to get aware.
While you’re actually doing the WILD, you should have you’re eyes closed (unless what you see is so boring, you will go to SP 
.