If you're self-taught, how do you stop practising the wrong thing?

The bit I envy about courses isn’t really the exercises, it’s having somebody notice what you can’t see yourself doing. If you’re learning mostly through writing, gigging and watching other comics, how do you build a useful feedback loop without turning every post-gig conversation into “was I funny?” Do you ask one specific question, record sets and review them, swap notes with another comic, or just trust repetition to expose the problems eventually?