I like to look out a window at something distant, like a tree or car outside, then adjust my focus on the window pane itself (perhaps the little flecks of dust on it, or better yet one dot of paint on it).
That is a very natural scenario, and at least for me. super easy. I've done it for decades though, so maybe it's just natural for me, lol.
I can FEEL my eyes slightly squeezing to change shape (and thus change focus), and at this point it's simple muscle control, and it's fun.
Stereograms are NOT meant to be enjoyed from across a room.
It's REALLY hard to 'catch' a stereogram from far away, so why are you even trying?
However, the "focusing on-or-through a transparent thing" that WhiteSage mentions works well at slightly further distances and can be used to help you figure this stuff out.