Fanfiction may not be the most rigorous kind of practice, but it exercises different mental muscles than more formal discussions. Writing fiction let's you exercise your creativity more than a formal discussion would, and it should be a great testbed for creating parables and becoming a better writer.
Well-crafted stories are much more accessible to people who are at the beginning of a learning curve. If your goal is to bring them with you, rather than exploring the unknown (alone or in small groups), then fiction is a great tool.
I've never written anything myself so I don't have the experience of how writing fiction affects the author, but I've loved reading Harry Potter and the Methods of Rationality. It feels like part of a balanced information diet.
I'm actually a MoR fan, and I've found it both entertaining and (at times) enlightening.
But I think a "beginning rationalist"s time is much better spent if they're studying philosophy, critical thinking, probability theory, etc. than on writing fanfiction (even if it would be useful in small doses).
Last night, here in Portland (OR), some friends and I got together to try to start Rationality Dojo. We talked about it for a while and came up with exactly 4 exercises that we could readily practice:
We also had a whole bunch of semi-formed ideas about selecting a target (happiness, health) and optimizing it a month at a time. Starting a dojo, in a time before organized martial arts, was surely incredibly difficult. I hope we can accrete exercises rather than require a single sensei to invent the majority of the discipline. So I've added a category to the wiki, and I'm asking here. Do you have ideas or refinements for exercises to fit within rationality dojo?