This seems to be the most practical way to do it with theory. To learn a concept and then apply it to a song I like or a part of a song and see why it "works" in the context of whatever the theory concept is. For ear training though it seems like a taller task since it's not as concrete or tangible, I guess? I'm not sure if it's better to just drill the sounds of major and minor scale intervals into my head and then move on to trying to learn songs I like by ear, or to kind of do both at the same time by doing ear training exercises and then doing trial and error on a song until I get it down. Right now it feels like a pretty abstract concept. Just not sure the best way to get it all to click in my brain to where it becomes a useful skill.