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there are fancier ones that cost a little bit more – just search amazon for “door anchor”.
I also anchor the bands in my workout area using two big KBs, usually a 32kg and 36kg, band looped through the handles and then i lay the KBs on the ground so they won’t tip over when i tension the band.
in addition to what Phil says, i would also add that smashing does cause trauma to the muscles. this will happen if the tissues are very tight, and/or you cannot neurologically release or relax into the smashing, and/or you put way too much pressure into the smashing. if you cannot feel change or release/relax into the smashing, you may want to stop after a minute or two, or try another technique, or start with a softer ball/roller.
you can also overstretch tissues as well so be careful there too. as Kstarr (and Phil) says, if it feels sketchy, it probably is, so don’t do that. “don’t go into the pain cave”
if there is real pain, i would definitely stop. depending on the pain, you may need to see a clinician as further mobilizing may really damage something.
always start low in time to mobilize and soft in the tool first. then add minutes and increase hardness of the tool as you adapt.you can also change the angles and difficulty of some mobilizations as you adapt, like raising the front leg of the couch stretch.
as for frequency, you can do it multiple times a day but continual beat down of your tissues with heavy smashing isn’t a good thing and you need more time to recover between sessions, probably should wait until the next day. you’ll know when you’ve done too much for sure – the area will still be tight and most likely hurt.