This research methods Case Study is based on an Exploratory Practice (EP) inquiry that I conducted into peer feedback processes, collaborating with my undergraduate English-language learners as co-researchers. I introduce EP, focusing on its core principles and processes while offering an insider account of how these played out when applied in a real-world classroom setting. I first sketch out the peer feedback study, providing background context and my rationale, explaining how this was grounded in my curiosity and professional practice as well as the educational and applied linguistics research literature. I then describe some of the key practical and ethical challenges encountered, from introducing and explaining EP to learners in class to ensuring integration of research into practice and publishing EP understandings in academic journals. Next, I reflect on EP as a method in action, what went well--enhancing understanding of peer feedback and integrating research while retaining a language focus--and what did not go quite as planned--uncertainty about the boundaries of EP, gaining learners' consent to act as co-researchers, and navigating the frameworks and processes of conventional academic research. Finally, based on lessons learned from this Case Study, I suggest five key considerations for readers thinking of adopting EP: (a) harnessing the freedom the principles offer; (b) gaining buy-in from learners to act as co-researchers; (c) introducing EP language to learners; (d) providing guidance for designing activities that integrate teaching, learning, and research; and (e) completing EP ethics applications and publishing EP in academic journals. [This content is provided in the format of an e-book.]