Try to lag a full thought behind the speaker when you shadow. This helps you get used to talking and listening at the same time. Repeat the shadow exercise until you can shadow everything the speaker says without leaving out any words. After you feel comfortable shadowing, go on to the dual-task exercise. Begin all of your simultaneous practice sessions with five or ten minutes of shadowing to warm up.
Dual task means, simply enough, doing two things at the same time.
When you can do that without omitting any of the speaker's words, count by 3s from 3 to 99, and then backwards. The point is to increase your concentration and accustom yourself to working on two different tasks at once. Whenever you get to the point that you can shadow the speaker easily while performing the written task, increase the difficulty of the written task. Begin shadowing the speaker. As you go along, change the wording of the message wherever you can, without altering the meaning.