It's basically impossible (or inadvisable) to learn proofs without understanding. Break the long proofs into sections like you might with a long function. Try to write summaries of the higher order steps. Try to uncover the intuition behind the proof or theorem.

My personal method for studying maths was to have latex versions of my notes. This is great because it makes lookup very easy (just ctrl f). I have a program that gets all the theorems and quizzes me on them and records how much I can recall. When it asks a question I rewrite the proof in full and only check back when absolutely necessary, then compare to the notes. Your quizzing program can focus on theorems that you did badly on.

It's important to focus your efforts. Pay special attention to the proofs that seem important or that a lot of other theorems depend on.