I usually do one stitch at a time. I have not had much "success" with the "rocking" method.
I also cut my thread about 36 inches long - go 18 inches in one direction - then bury the thread - and then go the other direction with the "tail" and then bury that end.
I hate burying the thread ends.
If you have a chance to take a class from Leslie Hickland, I highly recommend her. I did learn a lot from that class.
She provided the fabric (muslin) and the batting for the class.