great that you start to use the Dorn Self Therapy Method.
As for your problem: Always perform any exercise with caution and do not stress your body. Allow a gradually and gentle healing.
Try the following: Press gentle but with gradually incresing pressure using your your thumb against the side of the tailbone towards the front and center while you stand (hold on table with the other hand) and swing with a elg in a relaxed manner (change the swinging leg side several times). The whole sequence should only take around a minute or so but is best done several times a day.
Beside that start to do all basic four Dorn Method self help excercises (hip, sacrum, spine and neck) to achieve an overall balancing soon.