Dont lift the finger, as mouse says you roll it from the a string to the d string, I may lift if I was playing it but, its easier to keep in tune by rolling as your finger is already at the correct point on the string, assuming that the fiddle is perfectly in tune, if the fiddle wasnt perfectly in tune which can happen even when your playing, you would move the finger till its in tune but so quickly that no one  could tell you had hit the wrong note, this of course depends on how much your ears have developed, and are able to recognise notes which are perfectly in tune, which they do with time.

This is how heifetz said he did it, not with that tune but in general. On fiddle you have too learn how to hit the correct notes even when the fiddle goes out of tune, which is about as easy as auto correct on this tablet.

The best way of doing it is the one that works for you, but you should learn both ways because inevitably there will be a time when you need to do a similar thing which is easier the other way. hope that makes sense.