Here is a site that explains shading slightly better. Despite being a website claiming to help people to draw, it really has some surprisingly shit quality images on it.
This site claims that all you need to be an amazing artist is a 2B pencil and a tortillon.
Turns out that I have a tortillon already! It is a fancy-pants name for a blending stick.
The idea here is to shade from white to black across 10 boxes:
So here we go.
Then we take our tortilla stick and start to blend and blend in a circular motion...
So I guess that's slightly better, but I think it still looks a lot like pencil scratchings rather than a nice smooth shade.
The websites advice is to 'blend more'... so I did: