how to study past grandmasters in an interesting ways ?


I read pre-WW2 games in DN.
I am guessing my answer does not get to the heart of your question. However, I hope my answer is generally useful, as such an approach helps "take me back to that time" and gives me a better feel for the games. This is especially true with Alekhine's My Best Games of Chess: 1908-1937.
Chess Secrets: The Giants of Chess Strategy by Neil McDonald
https://web.archive.org/web/20140708092313/http://www.chesscafe.com/text/review620.pdf
Chess Secrets: Great Attackers by Colin Crouch
https://web.archive.org/web/20140708104818/http://www.chesscafe.com/text/review697.pdf
Chess Secrets: The Giants of Power Play by Neil McDonald
https://web.archive.org/web/20140708112104/http://www.chesscafe.com/text/review711.pdf
Chess Secrets: Heroes of Classical Chess by Craig Pritchett
https://web.archive.org/web/20140708234322/http://www.chesscafe.com/text/review734.pdf
Chess Secrets: The Giants of Innovation by Craig Pritchett
https://web.archive.org/web/20140708090408/http://www.chesscafe.com/text/review831.pdf
Chess Secrets: Great Chess Romantics by Craig Pritchett
https://web.archive.org/web/20140708100445/http://www.chesscafe.com/text/review933.pdf