I've not experienced that one. But here's my general tips.
1. When you log out, try to be docked if you can - it seems the safest option.
2. Pressing Esc to bring up the game menu does not "Pause" the game. It's a bug in the game client that it mentions the word Pause. But be better if they called it game menu as then there is no assumption that the game itself pauses - it doesn't
3. Started and chosen the group. The game waits for no one, you cannot pause, so exit the game completely.
4. Combat logging is cheating, it was mentioned about in another post - don't do it. You could get banned - Frontier do look at the logs and I'm sure they can identify combat logging patterns, think about it "interdicted, log out" repeated = combat logging, it's not hard to detect!
5. Don't log out in an asteroid field - those big rocks move, and you don't have a "phase-shifting Federation cloaking device" like The Pegasus from Star Trek: The next generation. You ship will be destroyed rather quickly.
6. Don't walk away from your computer whilst playing elite, even if you are docked - there is a chance that your ship could be destroyed even below deck in the hanger. So best to log out completely to at least the main menu - not the game menu.
7. Make sure that you can afford the ship you are flying - the insurance prices will get more expensive with bigger ships - there are plenty of ways that your ship can blow up leaving you with that "What the..." feeling, yep, that one. So make sure you have enough cash to recover. I personally keep every ship that I buy, that way, I have plan B, C and D ;-)