The process for teaching it a word depends critically on not hitting the space bar or return key or any other punctuation.
If you pause at the end of the word, either the first time or after correcting it, and don’t hit any key, it’ll throw up the “suggestion X” popup. Tapping X on that popup teaches it the word.
I, and a lot of others, will backspace to correct a word, then hit space, and then it immediately undoes the correction, because hitting the space bar is indicating “you can go ahead and autocorrect this as you would in everyday typing”.
This training method isn’t documented anywhere that I know of, has worked for years (perhaps for all time?), and is the opposite of well-known. I am really upset with Apple for that last one especially.