So here is one thing I figured out so far:

If you want to improve high skills, you need to train drills in which at least one low skill is involved. So for example, I have a DC, his strength and fitness are above 200%.
When I train him Gym he absolutely gains no %, not a single one in 60 gyms. When I train him stretching, he improves in speed, which is a grey skill, but he also further improves his strength and fitness, which is quite interesting. So I actually need to train a grey skill, but grey skills improve slower than white skills and also with stretching I improve 2 white skills while only slightly improving one grey skill, which is a decent trade off.