Like the rest have said, it's better to train two together. Before you start training, make sure you have a decentish nightmare. It's worth the time spending a couple of hours killing nightmares until you get one that you're happy with.
To start with I always start unguilding in trammel. Get them both to guard you and then attack each other. They'll take little to no damage but it will raise their magery, med, eval and resist. It will take absolutely ages and requires very little interaction from you, so you can take the opportunity to train your own skills or whatever.
Once you've GM'd those skills you'll have to get hold of a shadow elemental somehow and get them to attack it while you vet them. You can mine them up if you have a mining character. I think if you use a prospector's tool on a normal iron veins, then a garg's pickaxe you'll get a shadow elem eventually. (I think that's how it's done, it's been a while so I'd check.) This will max out anat, tactics and wrestling.