I mean, this is like what, the MOST annoying issue? When you place your sentry soldiers there's nothing worse than them looking in the other direction all the time and lose the first shot advantage (well maybe apart from them falling down from their places when they notice enemy which is also VERY annoying). So, is there a way to keep them in place, facing one specific direction?

its fixed in the IGF build, if my memory serves correctly. go download yourself a copy.

That's the kicker - I'm using the IGF build, the issue persists.

The direction they are looking at is the last direction they "heard" a gibbing happen from. If you kill someone in front of them, they will turn. If you throw a grenade, they will turn.

what I do is move them slighty in the direction they are facing, then order them to go back to the place they were standing, because they turned around they should face the way you want them too and you don't waste anything other than time. if this doesn't work try selecting them, turning around right click and select sentry (though I'm not sure if this actually does anything, can't remember).

Shoot their legs off.

Edit: The above is the best option but what sometimes works is make them face the right way, make them go prone, and quickly switch out.

Make a grenade launcher, make the grenade explode into nothing, equip every soldier with one and hey presto. No more tedious stuff. Just click and "boom"!

Also works as a funny distraction.