Choose a "skill", make a checklist of what is needed for it to be a good option.
For instance, with over betting the list would be something like a) my range is uncapped and villain's is capped b) my hand can be in a polar range c) stacks are deep

Then when thinking about doing it, you see if you have all the conditions and if there is a better option.
Choose one and I'm sure we can help you make a list.

I think the best way is just practice. But before make sure you understand a move in a good degree. Solvers may help here to show you what combo and when you should XR but don't forget you can't just copy a solver or snowie, you should somehow understand when to deviate from optimum play, hud stats can help here. If villain is station size up your XR and raise only value hands etc. And last don't get frustrated if something is not working in a vacuum, variance is a thing and goes with poker hand by hand.

What do you mean with this sentence ''ended up completely blowing myself up'' ??

Playing 1 stake lower than you are used to or so can be nice when implementing new stuff. So you don't get tilted if things go wrong.

Apart from that making sure that you understand the new strategy very well. For me if i feel confident my play was correct and +EV i dont feel bad if i loose the pott.

What frustrates me is when i don't know the correct play.

What skills are you interested in improving? I can't think of anything more relevant to instant winrate improvement than improving in spots where I have $$$$ in the pot and I have not VPIP'd (BB). BB vs SB (floating, raising vs flop bets, stabbing vs checks, etc) and BB vs BTN (clean up your call/3b range, and work on attacking c bets from his 500+ combo range. I would look at tons of boards with your call range vs his RFI from BTN and try to figure out why I can get gangster with the x/raising).