It rarely happens in my own games until I've already broken most of the opposing army. At that point, there's nothing available to throw in the way of the exploitation units, and the retreaters get caught and crushed. Before that, it's a real rarity.
If you're encircling an enemy group, you've got to have your basic infantry, or motorized infantry if you have it, follow up behind the tanks. The armor races ahead, followed by the foot troops, and if the armor loses, it can at least fall back on the following group. If it gets too far ahead and gets isolated, you've done something VERY wrong.
Normally, my Infantry breaks the opposing line (my armor is there primarily to exploit, not to fight), the armor races through the gap that it creates, and motorized or uncommitted infantry swarm in behind it. You may need to use your own Infantry to launch spoiler attacks on the flanks of the advance, otherwise the AI will often attack the follow-up units to pin it in place, leaving the armor alone to face the inevitable simultaneous counter-attacks from both inside and outside the pocket. All of that requires a thin screen, and a large wave of stuff grouped into the bases of the pincers.
