Is there any one frequency that stands out as a "slow lane" for CW traffic that helps you build your skills?
Although not as important today since there is no longer a CW requirementfor n Amateur radio license, much less a 20 wpm for Extra class, I will give you a couple tips that proved invaluable when I started to study for my ham license.
1. From the very beginning use handwriting (the way you sign your name) to write down the CW you hear. When you start becoming proficient at CW it will be much quicker to write things down using handwritinstead of printing the individual letters. Don't start printing and then try to switch to handwriting later. Do handwriting from the start of your learning.
2. If you can find it, listen to the CW at a faster speed but with spacing that takes it down to the speed you are trying to master. That way you have already learned the sounds of the higher speed so instead of having to relearn how the CW sounds at a faster speed you are just shortening the spaces between the letters and you will progress fast.
When you get up to 20 wpm your brain starts hearing the CW as words instead of individual letters. Just like each letter has it's own distinct sound you will start recognizing entire words by the sound the group of letters make and will be writing words and not letters to make up a word. This is where having learned to write down CW with handwriting instead of printing helps a lot. I was able to do 25 wpm this way.