I started off with only a 22lr, shot for a few months then got a 30-30. I don't think that was the wrong way but i still have a slight flinch when i shoot the hunting guns.
One thing that has helped alot is wearing ear plugs under the muffs. I have much less of a flinch suggesting that at least a good portion of my flinching is due to noise and not all recoil.