How does Theravada practice to obtain the direct knowledge of anatta?
There's no cutting corners nor shortcuts in Theravada. SN 5.10 speaks the truth. But to actually attain direct knowledge to this truth as opposed to mere conceptual understanding, one has to perfect the Gradual trainings of Sila-Samadhi-Panna, which Ven. Bodhi did a great job of explaining in his "Noble Eightfold Path". And to each aspect of the gradual trainings, there are many different suttas one'd need to read, study, contemplate, and put into practice (ie: for Sila: AN 8.39-43, 3.70, Sn 2.4, SN 3.5; for Samadhi: Anapanasati Sutta, Satipatthana Sutta; for Panna: MN 43, AN 8.2, AN 3.73, AN 7.6, and many more as detailed in Ven. Bodhi's "In the Buddha's Words"). There're no shortage of teachers in the world who can eloquently speak at great length about all the ins and outs of anatta/shunyata and stuff. But when facing some young voluptuous beautiful women, some title, some power, some cash, etc. then the number start dropping like flies! Why? Because they're the experts of Anatta who fail the basics of Sila-Samadhi-Panna.