This depends on the skill, and on your Sim's traits, and on how happy your Sim is. So, I don't think there is a definitive answer.
For some skills, using the tabcast will speed things up dramatically, but, that is a Premium Content item.
If your sim has the "Bookworm" trait they will read faster so will learn the skills for which books are available much faster when reading.
Generally, I would say, just do it. For most skills there are bonuses for "doing" in the skill challenges, so they might as well do whatever it is and contribute to the bonus. Also it is more interesting for you than just watching them read. For some skills, doing is the only option anyway.
Get the "Fast Learner" reward as quickly as possible to speed up all learning just a little. Where the learning can be done indoors and you have WA, get an incense burner from China and have it burning in the room they are using to speed up learning just a little more.