No, I've never watched a knitting video. I learned to knit at my (now closed) LYS and at that time my instructor told me that she had never seen any hold their needles the way I did, but it seemed to be working for me so she didn't try to correct it. I've been told the same thing about the way I hold a crochet hook, so I pretty much figure *everything* I do knitting and crocheting is not quite *right*.
I had the same sort of issue with the way I held my needles. I have some problems with my right hand and I can't knit or write normally. I knit for five years or so that way before I started watching some Youtube videos on different ways to hold needles. I switched to continental style and then later modified that, but all that relearning means that now I'm very comfortable knitting. I can knit for hours now, its so nice!
How long is your circular? I find ML much easier if you have a longer circ. for hats I prefer 40" because then I have a loop at both ends which eliminates any gaps/ladders for me. It ends up being more like using two circs without any chance of using the wrong one.
That being said, I know Sue and a few others like the shorter circ and modified ML. Do what works for you and don't give up on it.