I don't think "the entire approach" i.e. all the way from having turned final - is what is meant by OP.
However I distinctly recall one instructor told me to use rudder in those last few seconds before touchdown to get the a/c pointing in the right direction, assuming I was already tracking down the extended centre line of the runway and wings are level.
Just as you would do for a crabbed approach in a crosswind.
Hermie needs to get his instructor to demonstrate exactly what he means.