If it stops being fun, I'd first suggest stop doing it that way. It's likely to be methods that make something un-fun rather than what you're trying to learn.

If I try to learn something that's very frustrating, I take little breaks. I get to the point where I'm about to scream "AARGH!" and I'll strum the hell out of a 3 chord song, or get up and do something else for a few minutes. Those breaks are just as important as coming back to the instrument.

I'm the sort of person who prefers to accomplish all of one thing in one sitting. This doesn't always happen. As long as I keep coming back to that thing I can't do, I'll eventually learn it. Sometimes it's a matter of not being able to see "the big picture" because I need to see the details first. Sometimes practicing other things will give me the details, the small skills, even though I may not even realise what skills I need or that I'm even learning them.