It can also be helpful to find others who are interested in reading the same bit of math, and talk through it with them. They don't have to be particularly better at it than you, they just have to have a similar level of interest and curiosity. In grad school we read recently published papers in a small group setting we called "journal club".

This process helps in a number of ways. It keeps you from reading too fast or too passively because you're constantly asking and answering questions. It makes you less likely to get stuck in a dead end for very long, because others will see alternatives. It gives you an opportunity to ask about notation or background concepts you aren't familiar with. It helps you keep track of the big picture, because while some people are bogged down in a particular detail (like "how do they get from equation A to equation B?") others will be trying to tie it back to the big picture ("how does equation B fit into our overall goal?") And it allows you to see the even bigger picture as others bring in relevant knowledge or experience; it was pretty common to be working through a paper and have someone mention how it tied in to their current research project.