For what it's worth, I think applying whatever knowledge you derive from the series is the best way to make it stick, whether by coding along or even better playing around with some of the concepts. It depends a lot on you individually, your level and goals.
I think approaching handmade hero from the view that you can watch it and learn how to make a game engine or learn system programming is a bit erroneous, not that it isnt a huge insight and source of information but the goal could maybe be understanding the ideas. Yeah a lot of information evaporates over time, especially if you dont use it actively, but ideas you understand and internalize have staying power, and kind of pull the facts and information once you start actually using it. As you go different concepts and ideas get connected in the ol' brain and you get "better" at programming and deriving the info you need quickly.
I mean the tldr should really be to skip the intro if you think you have a solid grasp on C. :p But whatever keeps you engaged for an extended period of time, think in months and years.
The best thing you can do is apply the knowledge you gain from Handmade Hero, like Halarious said.
I’ve also found Anki (or some other way to do spaced repetition) to be useful for when I can’t apply what I’ve learned immediately, but want to hold onto a concept.