How to be more "theory-minded"? Apologies in advance for this a soft question which has no closed, correct answer. This is probably the best forum to ask my question.

I am a third year graduate student in theory group of a top-15 school in US. So far, I've been doing decently well. I have a first author theory paper and a first author practical paper so far. My advisor has been superb in helping me honing my skills but I feel stuck (and helpless).

So far, my advisor has been a helping hand and a guiding force to always point me right directions and pose the right questions (not too abstract, not too concrete) which have been instrumental in me finding the answers to research problem. As I try to be more "independent", i.e, ask the right questions and prove results, I feel I have failed miserably and quickly feel overwhelmed. I feel that I don't have the maturity of a theory PhD student yet where I can ask myself the right questions and come with answers. In other words, given the right definitions and some hand holding, I am able to do things but otherwise, it becomes very hard. My sloppiness when it comes to writing proofs doesn't help either.

I am looking for advice on how can I sharpen my skills and be more "theory-minded" where I can grasp things quicker and require less hand holding. While one answer is simply to keep working and hope that experience makes me wiser, I am not sure how this will work out. The only solution I have is to actually go through come recent papers in my area and write down proofs by hand in as much detail as possible to help me nail proof writing skills and build intuition.

Any advice would be extremely helpful. Please let me know if question is unclear or needs more detail.
One way I have often found theory problems to work on is by reading about an area and trying to figure out exactly what the state of the art is on a problem.  Invariably, some basic questions end up being left unanswered, and that’s where I will start my research. Such questions are sometimes left unanswered not because they are too difficult, but because nobody formalized things properly, and this is something that can come naturally to a theorist who is just trying to understand what’s known and what’s not. And the ability to formalize problems is a key aspect of doing successful theory.

Another natural way to do successful theory is by trying to solve known open problems, for example those found in the discussion sections of recent papers.  There, the key is having a good enough understanding of your own strengths and interests that you choose problems where you might make progress.  This takes some experience and also some self-awareness, which you can actively think about and cultivate as you go through your PhD.

And as you do your PhD, you’ll develop these skills and more, including the ability to grasp proofs in papers quicker, and if things go well, you’ll be coming up with your own directions naturally by the end.