there are MANY types of RF engineers, so first you need to figure out what type you want to be. I wanted to become a microwave/rf designer, so I tried to design things! nowadays, with powerful laptop computers and the ability to analyze your designs with very good software....you can go a long way to learn to design.
It also helps, of course, if you go out into industry, seek a job where you have to design things, and hopefully you get teamed up with an experienced design mentor that you can ask questions off. For this to work, you need to join a larger firm where there are more than one rf design engineers there! If you join a startup with only software and mechanical engineers to talk with...you will basically have to figure out EVERYTHING on your own. Since microwaves, at first, are counter-intuitive...that may be a painful first job.
But starting off, just on analysis software, design things like:
100 MHz lowpass filter with nine poles and lumped (SMT chip) components
3 GHz lowpass filter with transmission line topology (High/low impedance lines)
design a parallel coupled line bandpass filter at 1o GHz on duroid substrate
design a 1 GHz 12 dB gain FET amplifier with at least 200 MHz bandwidth using discrete fet.
etc etc
You can use programs like Qucs to analyze the circuits, and h free version of Sonnet to analyze the transmission line structures, like the bandpass filter.