I watched all the episodes and I can't even begin to describe how awesome of a journey it has been (and it's not over yet). At first, I didn't plan to watch 600+ videos, so I watched some episodes here and there, but I was like "what is this thing, what is he talking about?" and so I decided to start from the beginning. After a few dozen episodes, I started to really, like really enjoy the show so I watched not only to learn, but also because I liked it.
I don't know what is the most efficient way to watch Handmade Hero but personally I didn't code while watching the episodes, I was watching them in the evening, and in the day I worked on my projects that was related to game engine programming, so I could apply the concepts of the series in my projects, but only the concepts themselves, I didn't copy-paste his code. Still, it was useful sometimes to have access to the source code to remind myself how he did some things.
After some hundred episodes, he gets into more specific stuff related to his own game, so it became less "useful" for me since I was not programming the same thing, but it was still enjoyable to watch.
There are some "blackboard" episodes that are self-contained so they are very valuable even if we didn't watch everything.
One downside of watching Handmade Hero though (at least for me) is that now, I'm infuriated every time I see "modern C++ peeps" that don't know what they're doing, or at least spend way too much time on theoric stuff that has nothing to do with actual problem solving. And they use STL and dynamic allocations all over the place, and their thing is slow and buggy... I try to ignore that and convince myself that the modern style can be beneficial, but I'm not there yet. The excuse parade still irritates me ;-;