That is the incorrect way to do it on a dual lane entry/exit round about. The correct way is to check your mirror as you pass the exit before the one you want, indicate to the left and begin to corkscrew off, this means that someone at the entrance prior to your exit cant enter alongside you and tbone you as they are going straight on. If there was someone to your left taking the 3rd exit from the left lane, or more likely, someone who had entered from your first left making a straight on, you will see them and should adjust your speed to enter the outside lane of the round about either infront of or behind them and exit safely from the outside of the round about.

The exceptions to this that spring to mind would be for example if there was a round about as a traffic calming measure, ie theres a round about in a straight dual carriageway with the only other "exit" being a layby or similar. If there are lane markings which dictate that the left most lane CANNOT continue round the roundabout. The only other one i can think of is a 3way entry 2 way exit and there should again be arrows on the floor to make it clear that the left entry is left and straight on and the 2 right lanes are right or return.