I see two slightly distinct questions here, and many people seem to be answering a third, altogether different one.

1) Digging deeper into mental models. There seems to be this fashion these days of people learning "mental models" to improve their thinking. This is about as useful as reading about various basketball techniques to improve your playing of basketball - marginally useful. The best way to improve your thinking is by practicing thinking in diverse, intentional, and intense ways. Learn mathematics and solve a lot of math exercises - you'd be surprised how few people can put a proof together. Many people I know it dramatically improved the rigor of their thinking outside of math as well. Learn to play the drums. It's an entirely different way of thinking. Get a little bit better at chess/go something similar - calculation (very different from math actually!). Read deeply in history to start seeing the major approaches in one area (Annales school for instance, or Whig history and criticisms) and why popular history books are sometimes (rightly so!) criticized by historians. Learn a new language. Get good at a sport / shooting the hoop / tennis / weightlifting. Start painting/drawing so you learn how to see - you learn to think with your eye. Write every day. So #$!$ memorizing mental models and start actually using your brain.

2) You also allude to a personal philosophy, bigger questions of life etc. To me, I found that works of literature, mythology, cinema, traveling to different countries for long periods and making friends very different from my background are what helped me get perspective on bigger questions. We are a narrative-based species (see for instance Sapiens, a book by Yuval Noah Harari); and we tell ourselves a story of our life. A lot of depressed people are people who've lost their story, and are no longer able to make sense of their lives (a second worse category are people living a nightmare narrative they find themselves unable to escape). In great literature, in great friendships, you'll find something nourishing for your inner life, and it'll ring true for you. To me this was how I was able to have awareness around my values, adjust if necessary, and what I think are important to do / not do in life. Our intellect is so often a slave to our heart and prejudices. The key is to know which ones you've inherited from your family, society, your station in life, versus which ones you've consciously chosen and held onto. You first have to identify all your prejudices, which is only possible by understanding society and history. Otherwise you're like a fish in water.

And the third is the question people answered. I found that philosophy as commonly understood today, and as many replies exemplify below, cover a bewildering amount of topics, and many of it might not help you all that much to form a personal philosophy and with the bigger questions, which are very much questions of the spirit and the heart in many ways. Kant, for instance, is a sophisticated response to Leibniz's monads / rationalism, and Hume's empiricism; and doesn't make sense to read prior to understanding the rationalist/empiricist debate. Philosophy devoid of context is hard to understand. Malthus makes sense in the context of early industrious revolution, the political debates of the British at that time, and British population dynamics in 1750. Marx is responding to the early massive shift in labor happening in the first major industrialization in 1830s in Britain etc. It turns out having a good grasp of British history is fundamental to understanding much of English-language philosophy.. etc. I could go on but I think you get the idea.