Thanks to Engineering Explained, we do somehow have an answer. We say somehow because it largely depends on the scenario where you are driving on. That said, it is generally more fuel saving to leave it in gear and coast as the engine no longer injects fuel when no throttle input is present.
Watch the video below for a more in-depth explanation of how it works. The video is applicable to modern cars with electronic fuel injection (petrol, diesel, manual, automatic, DCT, CVT, etc)