Hi,
That's the way to do it. Make sure that you have the "Inherit parent group access" setting of the HikaShop configuration turned off. Otherwise, if the user group is a child of another user group which is listed in the access level setting of your shipping method, you'll see that shipping method on your checkout if you're a user from that user group.
Also, make sure that the user you're using isn't attached to another user group which has access to that shipping method. As long as at least one user group of the user has access to the shipping method, the user will see the shipping method on the checkout.