When sharpening a blade when should I apply pressure to the blade (pull stroke, push, or both)?
This is one of those things where if you ask 10 woodworkers you might get 11 answers.
As you'll discover the more deeply you delve into sharpening (rabbit hole warning!) some of the supposed reasons for doing X and Y are merely Old Wisdom handed down unthinkingly from one generation to another, as a lot of modern mythbusting has shown conclusively — certain practices and proscriptive admonitions are just lore, they don't have any sound reasons behind them other than "it's the way my teacher/grandpappy always did it".
There is however a sound reason to only hone on the pull stroke1 with certain sharpening media, but diamond plates aren't one of those2.
Currently when sharpening I apply pressure on both the push and pull stroke and I’ve been wondering if this is the best approach.
Diamond plates are perfectly happy to cut equally on both the push and pull stroke, so just continue to do what you're doing if you're getting uniformly good results.
Remember in sharpening, as in a few other areas, results are what matter; how you got there is of lesser or no importance.
1 So you don't press downwards when pushing forwards, rock the tool back very slightly or lift off completely (as you do when stropping).
2 This applies to softer sharpening stones, both natural and synthetic, abrasive sheet material of some kinds and strops, where the tool has a tendency to or can be guaranteed to dig in on the push stroke.