To the OP,
In my opinion, it is important to know how much rode (total) you have on board and the various lengths if it a "combo" rode (rope and chain). Also, having a means to know how much rode you have deployed (chain counter, markings, etc.), the water depth now, the change in depth to high tide (used for calculating scope) and the depth at low tide (you don't want to ground)
I have observed many boaters having trouble "setting" due to putting out inadequate "scope/rode" (amount of chain for the depth) and then trying to "force it to set" (sometimes at a little over 1:1) effectively dragging the anchor all over the bottom. No wonder the anchor does not set!!!
Over the years, we have anchored about 1000 times, and rarely (less than 5 times) failed to set first time with either our Vulcan or our previous anchor a Rocna. Where we anchor, we often have tidal swings of 10-20 feet. I almost always set with a scope of 5 to 1 or higher if possible, and then, if needed after a good set, adjusting scope (shortening) as needed due to room in the anchorage (did not go less than 3-1 after set). Even in high winds (40-50 knots) we only dragged once, and that was in light winds, due to a loose rock bottom (poor choice on my part), coupled with a strong reversing tidal current. It did set, but pulled out on the 3rd tide change. In my experience, these are good, effective anchors. Yes, there are others as well.
Technique: Drop anchor until on the bottom with a couple of feet to spare, and slowly back down while laying out the rode (either by wind/current or engine). No excess pressure on the anchor. Once the desired scope is out, we put on the bridle, and then gently used the engine (or wind) to straighten out the rode and put it under slight tension. Once the rode is taut, put the engine in reverse at idle for a couple of minutes, and if holding (use landmarks to ensure no movement), you can increase rpm to 800-900 for a minute or so to ensure you are set.
This technique has worked well for us for many years and many peaceful, confident nights at anchor. Granted, we did (usually) choose sea beds that are good holding most of the time. As others have stated, technique may need adjustment in some seabeds if better holding grounds are not available.
Good luck, and hope all these responses help.