I have never been comfortable holding a stone and honing on it. Each to his own I suppose. I keep them slathered with water and it seems a bit messy. I do find I like a somewhat cushioned surface under the stone for finishing. It seems to bring the hone to the razor more and give better feedback which I guess is what hand-held is all about?
AND, being the klutz I am, I would wind up with 2 short Eschers!