My children all have workbooks (so I don't need to do too much lesson preparation as I found that to be the hardest (most taxing) part).
I introduce a new sound and then the child will complete the first worksheet (independently generally once they reach this point in the curriculum). I teach them to read and spell using the new sound so each worksheet generally has a segmenting and blending activity.
The worksheets also revise the last few sounds that they have been taught which in this case are 'sh', 'ch', 'ee' and 'oo' (there is a sound review box on the bottom left hand corner which the children have to recite).
The first 'th' worksheet (as an example) is:

Depending on the child (their interest and ability), we may complete a second worksheet such as:

After that we read a book that uses that sound. Note that with my books the pictures are on the following page so the child cannot (even if they were allowed to


Then we might do one other activity e.g. writing a story (and creating a picture using different mediums) or a HFW activity or a game.
The following day, depending on whether the child has retained the sound we might do the last worksheet:

OR, we might move onto introducing the next sound.
That is my approach which I hope was helpful.
PS I love this photo sharing thing! I have mastered it!