Paddle Shifting Question

OldGuy

We got a very welcome and well deserved touch of spring weather here in PA yesterday and took my new Z out for a short ride. I tried paddle shifting for the first time. Very nice. It eliminates much of the incessant upshifting and downshifting the automatic does and enables me to accomplish the upshift or dowshift when I want. It's more like a manual in that I can "wind it out" just a little, even though I guess I'm losing out on that fuel efficiency calculated to be accomplished by the shift points built into the automatic transmission. I like them both at their respective appropriate times and circumstances. My question is, Must I take my foot off the gas when I paddle shift up, as I do with my 5 speed Miata or do I just keep my foort on the gas through the paddle shift change, as though it were the automatic tranny shifting as I accelerate up? Don't want to injure the car but taking my foot off the gas when I shift up makes for a little bit of a jerky ride?
Two nice things to report:
1) Bought my first tank of gas and each and everyone of the little red lights lites up.
2) Opened the hatch when I left and when I got home. It opened on the first try, as it almost always does---so far!
I love my little red Z!