Another thing I found that helped me make smaller, even stitching is to use some kind of hoop or frame with the piece pulled fairly tightly. Years ago, I sat at a quilting demonstration and one of our guild's founding members and prolific quilter gave me that advice and I have offered it to a few other individuals and what feedback I got was that it worked for them also. I do use a rocking stitch but only try for 3 or 4 stitches at a time. I've never had luck with using something to protect my fingers underneath so I do end up with finger tips that look a little like ground meat...but it's worth it.