With DD1 we did increasing intervals, so start at 5 mins, then 10, then 15 etc. We just went in and said "time to sleep" or something similar, no picking up or shushing. The first night I think she cried for 2 hours, the second night about an hour and then pretty much slept on the third. I can't remember how old she was exactly, but probably around 9 months.
I've no idea whether you're supposed to keep going if they cry all night, I guess so?! If you can be sure that it's not because of pain/hunger. Good luck, sleep deprivation really is torture!