Researchers' responsibilities towards their research data are changing across all domains of social scientific endeavour. Government, funders and publishers expect greater transparency of, open access to, and re-use of research data, and fears over data loss call for more robust information security practices. Researchers must develop, enhance and professionalise their research data management skills to meet these challenges and to deal with a rapidly changing data sharing environment. This paper sets out how we have contributed to jump-starting the research methods training curriculum in this field by translating high-level needs into practical guidance and training activities. Our pedagogical approach involves applicable, easy-to-digest, modules based on best practice guidance for managing and sharing research data. In line with recent findings on successful practices in methods teaching, we work on the principle of embedding grounded learning activities within existing narratives of research design and implementation.