They aren't too bad, really. Each volume is something like 500 pages, so roughly 70 pages per day. If you can dedicate an hour or two per weekday and three hours per weekend day, it's very doable.

And as far as a deeper understanding of the work in question, I plan to listen to podcasts or lectures during my commute or when I'm getting ready in the morning. For example, Adam Smith's Wealth of Nations has a plethora of free lectures on YouTube.