The objective would be to teach you how to create you're own "piece relevant exercises" so you can practice a specific skill, in the context of the piece your studying without having to repeat the exact same notes over and over until you drop, because that type of repetition is mindless and leads to boredom and frustration.
If you want to try it you can start by writing out the following, just as the letter names.. This will be step 1.
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Here is the F major scale, spread two octaves (its easier to see over 2 octaves, but really only 1 is needed) -
F G A Bb C D E F G A Bb C D E F -
Build a triad based on every note of the scale, and name it. - as follows
F A C - F major
G Bb D - G minor
A C E - A minor
Bb D F - Bb major
C E G - C major
D F A - D minor
E G Bb - E half diminished (the half dim. is evident only if you include the 7th degree "D")
These are all the chords that pertain to the key of F major ---- do this for at least 3 different keys and include Db since that's the key of the consolation (this is just to get your head around thinking through the notes), do all 12 major keys if you really want to learn properly.
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Once you've done that, rearrange them into a different order, following 4ths.. like this.. I will just write the chord names rather than spell them out, again i'll use the key of F.
F major
Bb major
E half diminished
A minor
D minor
G minor
C major
F major (progression runs back into it self and forms a loop)
This will be our basic chord progression upon which to construct an exercise - write out the pattern in different keys. It not enough just to understand it in one key and say you can do it for all of them - you must write out the different keys in order to properly familiarize yourself with them.
Show me what you've written out so that I can point out any misunderstandings you may have. This can all be done away from the piano if you know your scales well, but if its easier to do it at the piano thats fine too - you will eventually have to play it after all.
End of step 1

- told you it would be a mental work out..