I have a grapple, just bought it last week so havent tried it on rocks yet.
Needless to say, I have alot of experience loading rocks into a bucket. The key is a good bucket level indicator, and speed. Bucket level indicator so you dont dig a bunch of dirt, or not be curled down enough.
Even with the bucket perfectly flat, you can push that rock all over a field and never get it. But raise the bucket a few inches, back up a few feet. Then using a ~4mph gear...."punch" it. Drop the bucket right at the last second. Continue forward speed while curling back.
Only rocks this doesnt work on for me, are ones that are too big and hit the top lip of the bucket with most of the mass till outside the bucket.