I recently switched to the continental method. I got the hang of it for working on 2 needles, but for the life of me I can’t manage to apply continental to 5 needles (I use 5 to knit socks).
Not only is there always 1 needle in the way (particularly in the purl stitch), even worse is that the stitches slide off of the needles that I’m not working on.
The fact that sock needles are very short indeed doesn’t help either. That’s why I tried to learn the continental method in the first place.
I was so looking forward to do lace knitting this way. But I make so many mistakes in the pattern, because all I do is try and keep all stitches on the needles.
Continental method and sock knitting
Hi and welcome to KH!
I first learned to knit English and then Continental and really there isn’t a big difference on how you manage the sts.
When I first took up sock knitting on dpns I would take rubber bands and put them on the ends. This kept the sts from falling off till I got the hang of how to keep the dpns handled better.
You may want to look into longer dpns (although for sock knitting I like the shorter length ones best) or maybe magic loop or 2 circs 
Amy has video of all three here
Since I am always knitting from the right side of the loop I always make sure I shift my needles as I am turning so that the needle I am working on is always “on top” of the others. After I am done, I quickly push the stitches towards the middle of the needle. I had a huge challenge recently when I was using super bulky yarn to do a beret for my daughter. Even using 5 needles it was a challenge making sure none fell off the ends. I finally just gave up and went and bought a circular in the size I needed.
Thank you for the welcome, Dustinac!
Just now I watched the video. The way to hold the needles may be the culprit.
With the throw method I’m used to having a non-active needle rest between my left hand thumb and index finger. In the video I notice that Amy leaves that very needle dangling and only holds the working needles in her hands.
I’m trying it now. It feels a bit weird, but the stitches are easier to make.
And I’m definitely going to test your rubber band method. 
I haven’t worked with dpns for socks in a long time because I use circs for all my knitting needs. But when I did use dpns, I treated them as if I was knitting with 2 straight needles. The non-working needles were behind and out of the way of my working needles.
I knit Continental and use dpns to make socks. I also started out as an English knitter. I don’t use super short dpns, the ones I use are about 7" long and I never have the problem with the sts wanting to fall off. I prefer 4 needles over 5 but I don’t think that is the problem.
I agree with the idea of ignoring the other needles and just holding onto the 2 you are working on at the time. You’ve gotten some other good ideas. I don’t have anything to add really, just want to encourage you to stick with it a while and practice will bring it around.
Thanks everybody for the helpful tips. I’ve been practicing some more, and it turns out it was how I held my needles.
I might still get the hang of it after all.