I actually stopped shaving them for now. I want to do some actual research on skincare and stuff before I try again.

Here's what I do and recommend to friends with good reviews

Firstly, you shave in the shower now. Make sure it's nice and steamy, cleanse and exfoliate your face. Exfoliating is important. I recommend non-chemical exfoliators, personally I use St Ives which is cheap and works fine

Use a creamy shaving cream as opposed to foamy and a fresh razor, replace your razor / blades at least once a week, potentially sooner depending how coarse your hair is. My favourite shaving cream is Cremo and haven't found anything else that is as gentle on my skin / still holds up to pretty harsh shaving. It's pretty cheap and a tube lasts me at least 2 months since you don't need to use a lot.

Since shaving creams like this are moisturizing, rub it in for like 20 seconds, do one pass downwards. Add more shaving cream, rub it in, do one pass upwards

Dry gently, moisturize, admire how great you look

I generally wash my face throughly with hot water(you might want to follow the other comments here), then I use shaving creme(whatever brand exists at your place) and shave first with the grain, and then a second go through, very carefully against the grain, to get the smoothest result. This is where the danger of cuts is the highest. If you want to practice I would recommend the evening, so any cuts heal over night, and you don't need to walk around with them. Having a sharp racor is important to getting good results. Places with looser skin(throat for me) are more difficult to get really smooth generally speaking.

This is all trial and error for me, possible that I am making mistakes. I have not read shaving theory. Also I have very different facial hair from yours, mine is bright and fine, so I don't know how much is applicable to you. Also every person has differently sensitive skin as well.