Although you indeed have to find your own personal way in the end, you should still try to PLAN learning a piece to do this as effectively as possible. The good news is, someone already did this for you... or at least gave you the blue print:
https://pianoforum.net/smf/index.php/topic,4797.msg45744.html#msg45744https://pianoforum.net/smf/index.php/topic,2255.msg19129.html#msg19129https://pianoforum.net/smf/index.php/topic,2526.msg21829.html#msg21829These are all generally on "practicing".
This one here is more on-topic:
https://pianoforum.net/smf/index.php/topic,2615.msg22522.html#msg22522https://pianoforum.net/smf/index.php/topic,2864.msg25252.html#msg25252(how everyone in the forum practices!)
https://pianoforum.net/smf/index.php/topic,3833.msg34775.html#msg34775(piece analysis)
I am sure there are more.
My normal approach (right now) is, to get at least an overview of the piece. Either by listening to at least 3 different recordings or by sight-reading throught it (depends on the difficulty). Then and parellel to this I will analize the piece (as good as I can). Formal, harmonically, thematically, rhytmically. How does every passage affect me (works much better with a recording) - can I already say what might be a good "interpretation" of the piece? And if so, how will I be able to bring this interpretation out?
Then fingering. Noticing all the dynamics, phrase marks, pedal marks, articulation marks (requires sometime investigation - which ornamentation to use, etc.). Search Piano Street for useful advice. Figuring out where the most difficult passages are.
Going to the piano. Figuring out how to play the most difficult passage and simultaneously how to get the effects I want. HS or HT depends on difficulty. Pedal or not from the beginning as well. But dynamics and phrasing are normally already implemented in my practice from the start.
Depending on time and length of piece, sight-reading through the rest of it (carefully) and looking for passages I might be able to "just play" - normally I will not practice these then.
Etc.
Also, specify what you mean by "study". Do you want to say "practice" or "analyze"?
anyway. Must go now. Use the search function for more.