HI Francesco and welcome!
My little bit of advice (really echoing Leif and Nigel) is to try and tune to a particular VOR at least 50 NM out (this is my preference and I have no idea if it is correct to real life) - and preselect my next VOR in NAV2 (basically as a frequency reminder) at about 5NM out, I then select the next VOR, and use heading mode on the AP to align, then flick up to NAV mode. (I only fly the 1-11ED with the different panel). There can be a slight 'snake' as the system locks in, even if you are 'aligned' correctly, although I find this does correct itself fairly quickly.
Personally I only really use the NAV switch on the last VOR of any journey, up to then I usually just you Heading hold and navigate using the needles and HSI coupled with the DME display. If I get within 5 miles either side I am happy

- although I almost always align to the next VOR on my route at around 8 miles from the nearest - depending on what degree of adjustment is needed.
As Leif says however, using heading mode and aligning as early and accurately as you can is best. Happy flying! :flying: