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Different drivers use different methods.

I see no advantage in running through the gears while downshifting for a corner. Deep straight line braking and select the right gear for full throttle corner exit at the end of the braking zone, just before turn in. My heel/toe will often be a bit muddled while focusing on the breaking points and corner entrance speeds as I dial in each corner. A crisp heel/toe downshift is not required but it does make for a smooth, settled corner entry.

If you are still working on heel/toe skills you can practice them on the street at moderate speed until you get comfortable with it. Every rolling 90 degree right turn is a great opportunity to practice heel/toe downshifts. Trying to learn and perfect your technique at 120+mph with limited track runoff can be dangerous.