Sounds like you are doing it about right. A pointer style torque wrench is a bit more difficult to use than a click type because you have to observe the needle while you are tightening.
I expect the clicks you are hearing are just the lug bolts tightening the last bit. The best technique is to hand tighten the lug bolts using whatever socket you are using - I use a deep socket which gives me plenty to hang on to - as much as you can, do all 5 by hand, then just snug them a bit with a regular socket wrench or your torque wrench.
Then I let the car down and use the torque wrench. Just smoothly tighten the bolt until your pointer reads 81, and do your star pattern. You may hear clicks as you say, but it's just the bolt tightening. I let the car down because for the fronts, you can't prevent the wheel from turning otherwise, and for the rears, it saves wear and tear on the differential gears if you aren't trying to torque against them.
With hub centric wheels like MB's and BMW's have, in my opinion it is no problem to have the wheel only hand snugged when you let it down - it's not going to get "cocked" or anything.
A click type torque wrench is nice because you just tighten until it clicks, no need to observe anything.
The big mistake made by some torque wrench rookies, including some bozos at tire shops who should know better, is to zap the lug bolts tight with the air wrench (torque stick or not) then put the torque wrench on and use as if to tighten, and they hear the click and say ok, the wheel is torqued. The bloody air wrench probably torqued the lugs to 250 lb-ft, and of course if the torque wrench is set at 81 lb-ft it is going to click!
Save up for a click type, you'll never go back
Snap On 3/8" drive flex head "torque instrument"
Snap On 1/2" drive flex head "torque instrument"