Proprioception is a fancy word for how well your brain knows where your body is in space.  The joints in the body have a high number of receptors that send signals to the brain to help the brain know where each joint is at any given time.  

The joints are like satelites and the brain is like the GPS unit.  The better the connection between the satellite (joint) and the GPS unit (the brain), the better the brain will be able to predict and control movement.  The better your brain is able to control your movement, the better you will perform. 

The best way to do "proprioceptive work" is to know how you test individually on proprioceptive assessments, and to do drills that are specific to your individual strengths and weaknesses.  These drills then help the brain have better connection with the parts of your body that are slowing you down...so you can speed up!