As a teacher I make lessons where we look at the vocabulary that will come up in a reading or listening activity and get the students to discuss the meaning, then to look up the meaning and then to use it in their own example. Then when you hear the listening or see it in the reading it really cements the word in your mind and stays there.
To replicate this for myself when I'm too poor to hire a teacher, I skim through a reading activity or the transcript of the listening I'm gonna do to see any unfamiliar words and explore them before I start reading and I kind of copy my own lesson plan but for myself, all alone.
Then, in addition, I try to use that word the next day too, work it into conversation.
Really, for me, what really works is the discussion of what the word might mean and then the looking up and discussing what it actually means that makes it stuck in my head, so it sucks when I can't have a class, but I can replicate it kind of by journal entries or vlogs, talking to myself and stuff.