Here's my method:
Plan -> Study -> Practice -> Model
# Plan
Set a small, specific goal. Brainstorm topics which might help. Research if experts agree with topics.
Classify topics: conceptual - deeply understand; factual - memorize, little understanding; procedural - practice, little thought.
Qualities of concepts: three Rs - read, recognize, react; many paths to a good result; highly flexible, agile, interactive; recognizing patterns instantly; overcoming complex obstacles; making smart, timely choices.
Qualities of facts or procedures: ABC - always be correct; few or one path to an ideal result; imagine the performance of a reliable robot.
Find good learning resources for each topic. Try to match topic classification. Try to find all learning modes (see, hear, do). Research thoroughly. Good resources save time. Emphasize or exclude parts based on goal.
Brainstorm obstacles. Find ways to overcome those obstacles.
# Study
Review prerequisites before studying. Break learning resources into chunks.
Prepare to study a chunk: preview relevant exercises and tests; scan major elements of content; generate questions from scan.
Study a chunk: consume content; try to use all learning modes (see, hear, do); take notes, and highlight key parts; answer questions from scan along the way.
Improve chunk retention and comprehension: do free recall (no prompts); consolidate notes and highlights; do active recall (exercises and tests); connect it with other knowledge; try to teach it to an imaginary student; utilize spaced-repetition.
Repeat process with next chunk. Add practice when knowledge can become skill.
# Practice
Structure practice with scrimmages and drills.
Scrimmage: good for concepts; open-ended attempt in a realistic scenario; projects, immersion, simulations; replicate complexity and uncertainty of reality; focus on making a high number of varied reps; aggressively explore and experiment.
Drill: good for facts or procedures; use the REPS method; size: proficiency within 1-3 sessions; repeat and master a chunk before moving on.
The REPS method: R - reaching and repeating; E - engagement; P - purposefulness; S - strong feedback.
Reaching: challenging, ~85% success rate.
Strong feedback: immediate; concise; accurate; direct; actionable.
Common drills: time slice - small sequence in longer one; copycat - copy in irrelevant parts; magnifying glass - one aspect among many.
# Model
Find and steal from experts. Study examples of excellent work. What are the specific, critical elements? How do experts perform differently than I do? Identify process, performance, and results.
Edit: formatting