Many physical devices supporting the learning of programming and digital making are now available which have the potential to make learning fun, accessible and creative for children and young adults. The advent of this new technology necessitates research to inform pedagogical approaches that work in the classroom. We carried out a study which explored the pedagogy around the use of the physical devices for programming, drawing on teachers' experiences of teaching and assessment. The device used was the micro:bit, but the findings are applicable to use with any similar device in school. A mixed-methods study was designed including a survey of 50 Computing teachers, followed by interviews with ten teachers about their use of the micro:bit. The study revealed that the most commonly used teaching methods with this physical computing device were live coding demonstrations, pair programming, discussion, collaborative work and tinkering. Strategies teachers used did not always align to what they felt was effective, with design and code tracing being seen as effective methods, although not the most popular strategies to use. Perceptions and experiences of the teachers participating in the research may be useful to teachers elsewhere who want to use the micro:bit and other physical computing devices to teach programming to children.