The best way to memorise all the grammatical exceptions in the Russian language is obviously to practice them. However, it is also very helpful to write a small paragraph with sentences including all the exceptions and learn the paragraph. That way when you are unsure about how to conjugate a word you can come back to that paragraph and see how a similar word in that sentence is conjugated. It is also useful for the paragraph to be a story since stories are more memorable than rules and bullet points.