How to start doing "more theoretical" research?
I believe that you are at the transition between BSc/MSc(where one is used to textbook level research) to PhD where one is requested to read and publish papers. The transition is not smooth, it has to be done in various stages. You can start, by examples by reading different papers in domains related to your knowledge(and also what you really like), and try to understand in detail the methodology. The effort has to be continuously, 2 3 hours everyday, and also not to get distracted and stop the research. Also, don't forget that some answers might come after months or even years of research. I would start by reading and finding papers that are approachable in the present context, and try to understand the detail in one of them. This would lead you to another papers to learn and understand, and after you gain some background(a few months), you can start to explore new ideas connected to what you have learned. In the end, if an approach seems that is leading you nowhere, try another approach. Also, related to the question context, working at one side on real-world publishable experiments and on the other side on theoretical approaches seems to be the best option. Good luck!