Need suggestion on solidifying theoretical foundations. [D]

I have done courses on Statistical machine learning and deep learning. And I would say I understand the papers even the theoretical justification part. However whenever I am reading a paper I believe I get a backseat and just absorb whats written rather than being critical of it.

This is also hampering my research objective as I am decent in the empirical part but often struggle with theoretically grounding it. Any suggestion?