It can be hard to get out of the mindset that your lesson is where all the major work is being done, but really it’s the opposite. During your lesson your trainer is introducing you to concepts and you should be taking the time between lessons to perfect them. Even when it comes to jumping exercises, you can take some of the themes for your hacks and work on getting that big open stride then a collected canter, use ground poles to do grids, etc.
First and most obvious, you should be asking your trainer for homework. It sort of goes without saying that if you’re working on, say, shoulder ins, you should be practicing what your trainer taught you between lessons and demonstrating much improved (if not perfect! ) ones by your next lesson.
That said, my number one rule is to not start something that I can’t finish. If you’re working on your changes from/to counter canter or down the center line, for example, I would probably dial the exercise back in my hack and do simple changes. That way I’m putting all the prep work in (bending, moving off my leg, picking up both leads readily) but I’m not putting myself in a situation where I might have trouble getting the flying changes and not be able to fix it.
Most of the more advanced you’re doing can be done through a walk and trot on the flat and that will really affect your canter work and jumping.
I also have days when I just take my stirrups off the saddle and torture myself. Ideally I would be able to do the exact same ride I would have done with stirrups, but usually I settle for w/t/c and some simple lateral work, i.e. leg yields, and some ground poles.