I'm assuming that you are talking about website blog/new page of your website.
Blog commenting is still have some potential to help you in Link indexing. I have tested it but the Blog commenting primarily works on High DA websites only (E.g. Backlinko, Neil Patel, Content Marketing Institute, etc.).
However, there is another effective way to index your Link without creating external links.
Yes, that's via internal linking.
Add your newly created link in the existing and high authority webpage. Check next day and enjoy!
Cheers!