Thank you for doing that - I know it's hard, but is the correct way to treat a friend.
Many people just don't want to deal with it - they drop them off at the vet and go have a good cry - I would never do that to a friend.
I put my super-high-strung calico buddy "Sarah" away the same way you did - I held her (about the only time she was ever compliant-enough to let me hold her like that) and looked into her eyes as she slipped away - as I would do for any friend.
Yesterday when I said goodbye to Pumpkin, I spent the 90 minutes of his life in this world with him, telling him I love him, remembering the different times of his life, and thanking with love for being a part of the family. Was there when the vet injected Pumpkin and offered me afterwards his condolences. Pumpkin was laying down on the table and I look right straight direct into Pumpkin’s face, and said I loved him and my goodbyes. =^..^=