No special  way, although I always put them on one way.
 
I put the round hole towards the cam. Oblong towards exhaust manifold.



Just an additional note: CAT came out with a special bridge, lately, that is overall thinner(top to bottom). It is used when there are times that one can no longer raise the adjustment screw "high enough" to get the necessary clearance for valve lash.

I've never incountered that myself, BUT I believe someone in our shop(years ago) had a couple reman cylinder heads that were machined enough AND valves and seats ground enough , that  when they installed that head and rocker arms, they couldn't adjust the valves= had to change cyl. head(back then).

Now-a-days, CAT reman cyl. heads come with a box of reman valve bridges, in the big box, with the reman head.