If you are looking for a fun exercise to try indoors, this one is great. It really helps you see how much direction you have to an individual foot. Don't let yourself get frustrated if your horse does not get this at first. In this video, I have to abandon the foot placement exercise to clean up some heaviness with Whimsy. Then I go back to the exercise, and since the "feet are cleaned up" things go a bit better.
This is from "101 Horsemanship Exercises" by Rio Barrett.