The hip thrust can be used as a main lift to build strength and a great posterior chain, but also as an assistance exercise to finish up an already taxing lower-body workout.
Since using a dumbbell limits the amount of weight used, focus on maintaining a slower tempo and do more volume. I cue athletes to push the dumbbell toward their knees on the way down to ensure a full range of motion.
It's a very common problem; almost an epidemic, you could say. This may not be comforting, and it may be something you've heard before, but, "it happens to a lot of guys."