With a depth of field of 3 cm/1+ inch, there isn't much room for error. Since you say you're shooting a portrait I'll assume this is a portrait of a person and not a static subject. (If it were a static subject, though, I would tell you to lock the camera down on a tripod!) But, on the topic of a portrait: what kind of results are you after? With a DOF of 3 cm you are able to get your subjects nose in focus. DOF won't reach to their eyes or ears.

But, ignoring specific depth of field for a moment and trying to better answer the question of continuous or single AF mode: yes, continuous mode can be very helpful in achieving focus lock when using shallow depth of field. Most specifically, look at sports photography: shooters are after slim DOF to highlight one or a few players and the players are often moving fast. Continuous AF is often a good way to follow them to get an in-focus shot (or, more correctly, continuous AF is an important part of following them to get an in-focus shot).

There's more than one way to create the shallow depth of field that is often associated with portraits, however. We most typically talk about using a large aperture to do it, but another thing to consider is subject-distance relationships: the farther away the background, the more out of focus it will be. Depending upon lens focal length and aperture, f5.6 or f8 can create the effect of a shallow DOF if the background is far enough away. Likely helpful reading: What exactly determines depth of field?