No, wrap the chain around the largest two rings without going through the mech. You're looking for tight at that and then add a couple of links. However, with respect to TMN, the two links will include the quick link. As in one side plate half link, two inner links and the quick link.
A couple of things to check ngiven your symptoms, is that the chain is not too long. If it is, the rear mech folds against itself. Check B tension adjustment.