Do you mean tune focus as in lens back focus calibration, or fine tuning your focus point in the desired picture? If the latter you're doing it wrong ;)
The former.. Sometimes, the focus goes to background and I use the MF to bring it to the front and switch to AF.. I am curious about why the later is incorrect? If I focus on a bird and the AF decides that the branch next to it is the subject, you can use DMF to fine tune it (as I understand it).