Take advantage of coursework based masters program
If I understand correctly, you are yet to be admitted to a graduate school and wish to know how to absorb the course in its maximum if you get admitted.

When you are attending the course and not feeling that you are getting enough, which you mentioned as your earlier experience, the way forward is to contact the instructor personally for higher order questions with evidence that you are indeed interested and capable of solving them. I am sure that if the instructor has had research experience in the particular subject or at least a closely related subject, which is almost the case in universities, he/she would be able to help you in this regard.

Now, how to approach the instructor is a different question. You must do an initial search on your own about the core problems in the topic, find a problem  and try to come up with a solution of your own. Success or not, you may then submit with explanation your analysis and ask them for their comments. Chances are that you will be rewarded for your work, at the very least you may get a contact recommendation to another faculty who is working in the field. 

All of this are referenced to a future period of time, I think this case is valid since you have clear plans to join a graduate program from the spirit of your question.