When I was a student I participated in several masterclasses. Yes, they were intense, but I was anyway in a state where I was living, breathing music day in day out, with great intensity. I usually brought pieces I knew very well, that I'd already played in concerts or competitions, which had undergone criticism not only from my own teacher, but also other teachers or adjudicators, and of course fellow students, who were often the hardest critics.
I think in the masterclass situation I was in a state of heightened awareness. I soaked up the information and many classes left a lasting impression, even if I couldn't remember every detail (none of those masterclasses were recorded). Sometimes it was difficult to understand what the master wanted, but I found the best strategy was to just listen to what they were saying, playing or singing, and go with the flow.
Not all masterclasses were a positive experience. In the worst cases, all I could do was to observe with fascination the oversized ego of somebody who spent most of the lesson playing the piece themselves or telling stories from their life. But in the best cases I went away inspired, energised and transformed.