The best approach is to watch them do their work and ask a lot of questions. For example, "Why did you have to leave this screen to go find X?"

'Why?' is a very powerful question.

A few months ago I heard a talk by the chief product manager at a photo album printing company where he talked about an in-depth series of customer interviews they'd recently conducted.

His advice was to keep asking why until you get to the root of why someone did something. However, if the answer you reach 'Because I don't want to die alone', then you've gone too far...

This technique is called a 5-Why in lean manufacturing. Useful tool in digging into a root cause, and helps people think deeply about the causes of issues that are not inherently obvious.

Also, 5 is just the "suggested" number. More or less may be needed. If you reach 'Because I don't want to die alone' in 3 whys, probably no need to try for 5...

Or the answer is, "Because the last guy who didn't do X got fired."

Perhaps you could measure the user instead, as in time taken to complete tasks.

If you use a stopwatch or equivalent, the user may get weirded out. Maybe do a rough-count in your mind and take a note, but to emphasize time above other factors may be a mistake, except for special domains or circumstances.