When you shift are you moving the shifter like it owes you until it stops moving?
On my old bike the transmission was kinda sloppy and I occasionally had a missed shift where it didn't shift out of the current gear because I hadn't moved the shifter far enough. I never accidentally shifted into neutral on that bike, it was almost impossible to put it into neutral.
Tilting your ankle sounds right, that's what I do. Just tilt firmly until the shifter stops moving, release your foot, then release the clutch and ease back on the throttle.
I've never had a bike that told me what gear it is in, the old bike was a 1997 Suzuki Katana.