Taking a feeling through the processing steps does not mean you are thinking. You are in the meditative witness mode, watching and observing the feeling as you apply the steps. Maintaining awareness of the feeling is not the same as thinking about the feeling. You are not caught up in the mind just because you are aware of and are exercising discretion about how you relate to the feelings.
In processing, you want to quiet mental activity so that subconscious core emotional feelings can come into view. It's normal for thoughts to jump up and interfere with processing but you just put them aside unless they have a strong emotional component, in which case the feelings behind the thoughts then become the focus of your process.
As you practice entering the alpha-state meditative processing mode, you should be able to feel it. You should know when you are there, and you should be able to tell when the mind has jumped up and taken you away. You want to stay with feeling the feeling in the body, in the moment, and not get swept up into thinking about the feeling - what to do about it, how that other person is to blame, why is this happening to you, etc.