I didn't always rock my DD to sleep, but she usually fell asleep on me as a baby and we often co-slept. As you said for your DD, she just transitioned in her own time to not falling asleep just when being held or cuddled.

Have you tried putting your DS in bed with you? When DD didn't settle, that always worked for us. And mostly from the age of about three she wasn't in our bed, except for some morning snuggles (which we love!). (Before that she didn't spend every night with us anyway, just periods during the night if she woke up).