Question about rocking baby to sleep and then putting him in his crib?

My son just started doing this so are we doing it right or what? For the last few days we would rock him to sleep while eating a bottle and making sure he was sound asleep we would lay him in his crib. As soon as we lay him down he would wake up and want to play, so we would pick him up and start rocking him again and he would instantly fall back to sleep. Sometimes this goes on for about 2 to 4 times. Should we continue picking him up and start the rocking process over or should wait a few minutes to see if he will fall back asleep on his own? I love spending the cuddle time with him, because when he is going to sleep is the only time he likes to cuddle. He is 6 months by the way if that makes a difference.