Hi @Gin ,
You should (Shade Smooth and then) use the Modifier > Normals > Smooth by Angle. Then you can adjust the Angle, just like you used to with Shade Auto Smooth.
Don’t know what you mean by the surface looking rough; please add a screenshot.
Also, as a side note, it is recommended to use the same Blender Version as in the Courses (in this case 3.0).