The best and most immersive MFA program I know of is learning from great writers. Read their books and study how they make dialogue, scenes, setting, characters, sentences, paragraphs and chapters work.
There are also numerous interviews of these people to be found. One of the best is the Paris Review. Their website (HERE) has their interviews by decade. It's truly an amazing resource.
For example, I think Joan Didion is a wonderful memoirist. I loved reading The Year of Magical Thinking and Blue Nights, which chronicle the sudden death of her husband and death of her daughter a year or so later. They are beautifully written.
In the interview I read last night, two things Didion said stand out. The first is she describes writing of her husband's death as depending on Echo. I love that word within the context of the work she did in that book.
The next is when she talks about the reader: "Of course, you always think about how it will be read. I always aim for a reading in one sitting."
Personally, I aim for my writing to flow in such a way that the reader's eyes work through the text like a warm knife through butter. But I really like the notion that each word you write and each thing you say is intended to so thoroughly capture the reader that they can't break from it. It also means that you create a book where it is possible for someone to read in one sitting. This does not mean a tiny book, but one that moves smoothly even if you do challenge the reader.