It is recommended that you play the training games outside Legacy mode, preferably using a created fighter. That way, you always struggle. When playing the training games outside of Legacy mode, here is the rhythm to follow: go through heavy bag combo, heavy bag push, double end bag and maize bag, in succession. Then, repeat the process four more times. When you have gone through all the bags, play both sparring games three times each, that rhythm and pattern mimics a "boxing training week". What you just did counts as "one week", if you want you can keep a "training log" and spend "10 years" training (game time).
Playing the training games on your own after completing a career is always a good idea. The only real weakness fight night has is the inability to play from right to left. Although you can select that side, the problem is you cannot train from that side. It makes it so whatever player is on the left side of the screen has the advantage.