I think you want to shift to neutral, set brake, let it roll, then when it stops, engage park. Seems my Toyotas have crappy parking brakes--stick or auto, with the brake engaged, if I pull a rear wheel I tan turn the rotor a bit before the brakes does its bit. Huge slop.This is something that oilhammer has mentioned in regards to automatic transmissions, and I think it may be the same here.
On an automatic, he said to come to a stop and hold the car with the foot brake. Put the transmission in Park, then - while still holding the foot brake - set the park brake. This puts the holding power on the brakes rather than the parking pawl in the transmission.
So, to equate that to manual transmissions: stop and hold with the foot brake, put it in gear, set the brake, release the foot brake. This puts the load on the brake again.
Maybe I'm wrong, maybe it doesn't matter. It probably won't change anyones habits. I know that he is right about doing that on the automatics, but I still almost never use the park brake unless I realize I am going to be putting a big load on the parking pawl. And that realization comes when I go to move it again and it's difficult to move the lever out of park because so much weight is on the parking pawl.