Tweaking the throttle on approach

Is it normal to constantly fiddle with the throttle on an approach in a small
plane? I find myself frequently making small adjustments on most approaches
(unless I'm coming absolutely arrow-straight into the runway and there's no
wind). From videos I've seen, this happens in real aircraft, too, depending
on conditions. I was under the impression that a steady throttle is ideal,
but perhaps that is hard to achieve in a small aircraft.

I don't have a problem in large jets--they take forever to answer the
throttle, anyway.

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