Exhaust the feedback is a process that we teach people, it is not that the feedback is exhausting. :-)
How to do it better and properly? What worked for you in the past, not just online search or Chat GPT answers, please?
I learnt a lot from this course from the topic, but it was not enough for me: https://www.jointaro.com/lesson/s2WDysyVB0AeBrrtzzy0/get-the-rating-you-deserve-part-14-regular-check-ins/
What Alex said is paramount: specific feedback and trust.
Besides that, you want to run a while(1) loop with
on a regular cadence (ideally weekly). You might get stuck on either parts: if you seek feedback, people might not give you real feedback easily, if you want to work on it, feedback might not be actionable (what do you do for the feedback like: you don't take ownership e.g.), and it is hard to communicate small wins or failures and ask for more -- what if they cover you neck-deep in the feedback. All these concerns are valid, and you want to dissect what comes up along the way.
My main advice when asking for feedback in the moment is to make your ask as specific as possible. Follow the guidance here: This Is How You Get Feedback - Making The Process Smooth
Zooming out, the highest leverage thing you can do is build up the relationship as much beforehand so the person trusts you enough to give you real feedback to begin with. Follow the advice from my networking course to build up trust fast: Networking Guide: Build Deep Relationships Quickly In Tech