Uhh...yeah...you should be using a diamond awl with the pricking iron.
What you did is "technically" a "saddle stitch", but there are multiple reasons why it looks like that.
Look up Nigel Armitage on youtube and find his "saddle stitch in detail" video. It should correct all the things that are going on with your stitching.
First, I'd say you need a diamond awl...sharp and of appropriate size.
Second, it looks like you may not be doing every stitch exactly, precisely the same way every single time. This is required in order for your stitching to look good on both sides. It takes a lot of practice and discipline to do it that way, but there's no shortcut to it...
Before anyone has a hissy fit, I am recommending Nigel's video because he explains it a lot more plainly than I can so that it the concepts are easy to grasp for folks having trouble. And I happen to think he knows what he's talking about, especially pertaining to correct saddle stitching.