Does that not lead you to situations where you have to guess the last letter on each round? Or do you choose words to avoid getting trapped in that situation in the first place?
I also impose this additional constraint on myself, which the game doesn't enforce, that I can't reuse letters that have been marked gray. Sometimes you just can't think of the next word, or might be tempted to use a gray letter because that way you could get more information from other letters, but I avoid using them.