I do not think it can be said that there is a better method, whether thumbs, pinching both sticks, or even mixing the two approaches.
As i understand it, even when looking at RC pilots who do competitions and are admittedly more precise than the average, you will see some using thumbs to good effect.
Personally, I find that pinching works better when taking videos. At the moment, the Anafi offers no customizable response curves, and the way tracking functions are implemented can easily spoil a shot. So manual control is preferable.
But here comes the problem, at least for me. The sky 3 controller has two pretty sensitive front buttons which at the moment are not customizable to other functions, one resets zoom and camera and orientation and the other will stop recording. Because unfortunately the camera angle is not controlled with a wheel, but with a pretty fiddly up/down control, the only way I find to hold the controller so to pinch the sticks and also control the camera puts one of my fingers resting necessarily just over the reset button.
Meaning that I spoiled quite a few shots by inadvertently pressing it.
So I mainly use thumbs or pinch only the right stick when doign orbits or other precision work.
This might have something to do with my (pretty average) hand shape and span, but I find it both a software and an hardware design issue.
As for learning how to flight, I still have a long way to go, but what I did was flying, and crashing often, a cheap Syma sw5. After 4 weeks of that, I got myself the Parrot. If you can fly decently in wind a non-wind resistant and underpowered drone such the Syma, you should have no problems moving to a rock solid drone like the Anafi.
In terms of actually learning, I think practising figures of 8, circles, squares, banked turns and slow, precise flying works very well.
Also, specifically to the parrot, practising constant movements with the camera control and finding the best speed settings. Again, the control is really a pain compared to using a notched wheel, but with practise it gets easier.
I also got myself a cheap usb RC controller and Phoenix rc simulator. But their drone models are not very good, I find, so I ended up using it only with planes, for fun. It is possible that Realflight has better models, but I never tried it.
Parrot in principle has its own simulator which can be used with the Skycontroller 3, so in principle ideal. But unfrotuantely it is part of their software development APK, meaning that it is quite fiddly to install and runs on Linux.
This is a pity honestly, they should come up with something prepackaged which works out of the box, so new pilots can practise with the right controller and model.
If you check other posts on the forum, you should find links for several good videos about improving piloting skills, as the questions seems to come up often, in one form or another.