When I set my Rocna10, I do the following.
I lower the anchor and put the boat into reverse so I back away from the anchor (once it's on the bottom) so as to not pile up the rode on top of the anchor. Just in gear, slowly backing away with my finger on the windlass-down button. Once I get out enough rode, I put the boat in neutral. (I have my rode marked every 5 fathoms (30 feet) so count the markings as they pass through the windlass). I then walk up to the bow and secure the rode to the bow cleat.
Then I go back to the helm, put the boat in reverse (just in gear in reverse). As the boat backs away, the slack in the rode is removed. I watch my speed on the Garmin chartplotter and wait for it to hit 0.00 knots. Then I look at my watch and let it sit there, in reverse, at 0.00 knots for 60 seconds. This allows the Rocna to bury itself. Once completed, then I turn off the engine, walk back up to the bow and put on the bridle.
I also do use an anchor drag alarm. My Vesper XB8000 AIS unit has one built in which is what I use. I've yet to have the anchor drag on me. I've got 50' of 5/16" galvanized chain with 200' of rode and most of the time I'm at 3:1 or 4:1.