Example - periodically write down your goals for the next month and year. At the end of the period, review progress. This gives feedback on how much you can currently get done.
It also gives feedback on whether what you are correct in your opinion of what your goals are. If you are not progressing towards your goals they may not actually be important goals. You can use the reviews to reverse engineer what your goals must be given what you spend your time on. Eg if you spend a lot of time surfing the web in an undisciplined manner, then being amused and entertained may be very important to you, or maybe it's novelty that's important.
Example - break down larger projects into stages that provide value at each stage, and where you can clearly tell if you have completed a stage. Review the project at the end of each stage to see if you want to continue with it.
Example - ask people around you for feedback on your behavior, strengths, weaknesses. You will probably have to go out of your way to reward "bad news" feedback until people get confident you can take it.
Recent brainstorming sessions at SIAI (with participants including Anna, Carl, Jasen, Divia, Will, Amy Willey, and Andrew Critch) have started to produce lists of rationality skills that we could potentially try to teach (at Rationality Boot Camp, at Less Wrong meetups, or similar venues). We've also been trying to break those skills down to the 5-second level (step 2) and come up with ideas for exercises that might teach them (step 3) although we haven't actually composed those exercises yet (step 4, where the actual work takes place).
The bulk of this post will mainly go into the comments, which I'll try to keep to the following format: A top-level comment is a major or minor skill to teach; upvote this comment if you think this skill should get priority in teaching. Sub-level comments describe 5-second subskills that go into this skill, and then third-level comments are ideas for exercises which could potentially train that 5-second skill. If anyone actually went to the work of composing a specific exercise people could run through, that would go to the fourth-level of commenting, I guess. For some major practicable arts with a known standard learning format like "Improv" or "Acting", I'll put the exercise at the top and guesses at which skills it might teach below. (And any plain old replies can go at any level.)
I probably won't be able to get to all of what we brainstormed today, so here's a PNG of the Freemind map that I generated during our session.