When the ball hits the side glass on your return, play it down the court to neutralize the point and stay in the rally. Advanced players can try a lob if they're comfortable with it.
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So with the side glass, particularly for example on the return of serve, if you receive a good serve into the side glass, you really want to try and neutralize that by playing the ball down. Depending on your level, you might want to play a lob if you feel very comfortable playing off the side glass, but generally you want to try and neutralize that, play the ball down, and then get back into the rally. If you're looking to improve this part of your game, this is exactly what we do on our membership on thepaddleschool.com. We help players across the world work on every single aspect of their game from beginner all the way to advanced, and if you want personalized online coaching from myself and Sandy, this is the place that you need to go. Go check the link in bio or head to thepaddleschool.com to learn more.