We did it very, very gradually.
I heard the same as you that rocking to sleep can make it harder for them to settle themselves. So I only rocked until she was sleepy and closing her eyes, not asleep as such.
I did that at every sleep for about four days. It was trial and error. Often she would look sleepy after a lot of rocking so I would put her down and she would start crying again. I just perservered. Did more rocking and again would try to put her down sleepy but not asleep. Sometimes it took up to 45 mins per sleep and those four days were really, really tiring. If, after a few goes she still didn't sleep, I'd get her up again. It was really tempting to rock her until she was asleep because it would have been far easier to do that but I was too paranoid that WOULD create bad habits. I also reassured her with lots of verbal stuff, "sleepy time now" times oh, about a thousand.
But it did work. After those four days, she was a truly excellent sleeper and I only had to rock her for a few minutes before putting her down. She was also really good at getting herself back to sleep during the night. I'd often hear her wake up (she slept in our room) and I'd just call out "sleepy time now sweetie" and I'd hear her sigh and shuffle around a bit and then go back to sleep.
Over the months, I could gradually put her down with less rocking and then just with her fluffy blanky.
She didn't truly self-settle until she was about 8 months old but it just got easier and easier.
I think just take baby steps. But I do believe that it's best to put them down sleepy and content rather than fully asleep.


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). Hopefully some more experienced mums can offer some useful tips for you that you will find helpful 
I love it when DD does that, it gives me that gooey feeling 
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