Can't burp the baby properly :(

I wind my baby after his feed (he's breastfed) but he very rarely burps or brings anything up, but then as soon as I lay him down he starts grizzling and spits up a little. What am I doing wrong? :(
He was prem and is still only a tiny 4lbs 4oz, but seems to be hungry often and feeds well at my breast. 
Any advice greatly appreciated! ☹️