Adult learning is an interesting thing. Different people learn in different ways, at different times, and with different levels of absorption. For this reason, I would not recommend just one approach, as long as you are using common sense.

I get a fair amount of training, outside shooting, because of the different aircraft I stay current in. I have worked hard at trying to keep an open mind to pull the best out of each instructor and each training experience. That is something I have gotten better at over the years. Sometimes I am amazed at what others attending the same class as me take away from it.