I've recently bought a gen 3 peecock and I'm still having trouble using the STP part of it. Had anyone got any advice on how best to hold it to avoid leaking?

It does not work like it advertised.  I have bought three so far and with modifications, it can work.  I bought a small pliable silicon measuring cup from amazon and siliconed it inside the STP then made a hole for the urine to drain out.  It stays soft but rigid enough to hold the urine from flowing out.  I have made small mods based on my stance and urine flow.  good luck and by the way, gorilla silicone glue works great to make repairs, small and large.

The most important thing is, control your flow. You can't just let it all go, it simply doesn't drain as fast as you pee. It's a little easier if you manage to create a perfect seal, but that's hard. Shaving helps too, I've found.