Or more succinctly and broadly, learn to:
pay attention
correct bias
anticipate bias
estimate well
With a single specific enumeration of means to accomplish these competencies you risk ignoring other possible curricula. And you encourage the same blind spots for the entire community of aspiring rationalists so educated.
Proof of how dangerous this sort of list can be.
I entirely forget about:
After all, how can you advance even pure epistemic rationality without constructing your own experiments on the world?
An excellent way to improve one's skill as a rationalist is to identify one's strengths and weaknesses, and then expend effort on the things that one can most effectively improve (which are often the areas where one is weakest). This seems especially useful if one is very specific about the parts of rationality, if one describes them in detail.
In order to facilitate improving my own and others' rationality, I am posting this list of 11 core rationalist skills, thanks almost entirely to Anna Salamon.