If you simply place the final Rock Wall segment in a given string of Rock Walls on the ground, all previous segments will float even when their foundations + the final ghost blueprint segment of Rock Wall are removed.
Why Rocks for Your Floating Needs?
Floating Rock Walls are a cheap and simple way to either go all out and have a floating base (for aesthetics or just defense), or even just have a few select floating objects in your base for the sake of furthering your creative designs.
Two Rock Pillars to Determine Length of Segment
So, to start off; you're gonna want to have two or more (depending on the more advanced shapes you might wanna go for) pillars of Rock (or Log Walls I guess, I mean, literally anything you can place Rock Walls on will do) set apart from each other, by approximately the length of floating Rock Wall segment you want.
Here I'm going with the smaller segments, I have both a built pair of Rock Pillars and a ghost pair of Rock Pillars; these segments would usually be used as 1 of 4 (or maybe more, or less; don't let me tell you what shape to build your base in) anchors for a custom floor, to make a floating platform, usually with a base on top.
Make It a Decent Gap Between Them
For these I wanted to use the least amount of resources possible; but they still need to be a bit separated otherwise during placement of the floating segment, the game will think things are too close, and most likely not get the glitch/trick.
I personally like to be able to walk through, as a good rule of thumb.
Raise to Desired Height
I assume everyone knows this but, hovering a Rock Wall over another Rock Wall usually makes it want to "auto-fill" another layer on top for you, so you can easily stack Rock Pillars.
Placing the Final Rock Wall Segment on the Ground, All Previous Segments Will Float
Once you like the height, the next step is the whole point of this guide.
Grab a Rock Wall blueprint, (again, I assume everyone knows this, but) press "C" to go into the free-form anchor mode.
Then, place the first point down on one Rock Pillar, the second point down on the next Pillar, and the last point (and that's the crucial part) on the ground.
Somehow that last segment holds up all the previous ones, even when it is cancelled; so you now have one (or maybe multiple) floating Rock Wall segments, that you can knock the foundations (in this case Rock Pillars) out from under, and everything is fine.
Scaffolding to Place / Fill Blueprints
Personally I just favour more rocks in a stairway to get up to places.
Although if you start getting quite far off the ground, other methods of scaffolding might need to come into play.
A Completed Floating Rock Wall Segment
I left the scaffolding there because I would then want to do more floating Rock Wall segments until I was able to sling a Custom Floor blueprint between them all for the desired shape I wanted, and that could be annoying to fill without scaffolding.
Some Things You Can Do
Make small support sections for a nice cozy little house (made literally just for this guide, so please forgive the crude build quality), with crane to bring more resources in if you feel like going more grandiose.
Or make longer support sections for a sled causeway into the upper levels of a base.