I was taught by a cop during drivers ed that you should wait to pull over until it is safe for both you and the cop, since the cop has to walk along the side of the road to come to you. Slow down and turn on your emergency lights to signal to the cop that you acknowledge, but then wait until there is a gas station or safe exit from the highway.
I’ve had cops yell at me for doing that and other cops thank me for doing that.