What I do, and based what I am reading is probably completely incorrect is free longing. I have my horse go through all the gaits in a circle around me (no roundpen - either in the arena or in the pasture). I'm not a NH person, but when we are done, I raise my hand and call him into the circle so he knows he's done.
I don't have a specific reason I call him into the circle, other than to attach the leadrope and continue on with whatever else I'm working on. Sounds like I would be better off to teach him to stop and have me go to him though.