Hi Ashley,
 
It sounds like they are doing it correctly to me.  The thumping is a sign of sexual excitement and is typical for gerbils.  With gerbils the 'act' only takes a couple of seconds, and the male will quite often 'check' himself after each encounter. 
 
So there will be some pursuing, thumping, and then a few second mount.  The male will check himself, and it will start all over again.
 
Janet

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