Ever see that guy that takes forever to get set? Starts bringing his hands together around shoulder high and then takes 3-4 seconds while he drops them to his waist where he comes set. I think the extra step is sort of like that approach. The key is the you don't stop and sort of keep rocking. I don't have video, but I have also seen where a pitcher, with his pitching hand/ball inside his glove, will sort of rock his hands - seen this while they are rocking their stance also to include picking up foot.
Probably if you watch that pitcher when he does go to the plate, you will see him do this little dance getting set, will actually get set (i.e. stop moving) and then deliver to the plate.
While we are on the subject, is there any guidance on how a player gets set? I suppose if they simply keep rocking or gyrating in some fashion so as to never get set, that would be deemed deception and called?