ok the way i do it is use the stitching grove and after that use the stitching wheel, then set up on the stitching horse lace my thread ive tried pree waxed thread at the begining and didnt really like it that mutch i use bees wax and wax my own thread,
first off have you sharpened your awl and are you using a diamond shaped awl, i would recomend a diamond shaped awl and sharpen it,
i do each hole then push the thread through and pull tight,
a helpfull tip before you push the awl through the leather, push the awl into a candel (bees wax is best but a normal one will do) you will find that the awl will go through the leather without any drag and hardly any pressure needed giving you more controle, Don