10m circles at the end of the arena (assuming you have one… if not, I’d probably do this in the corner of a field initially) with the line where the circles meet heading towards the end of the arena, so it is a bit of a psychological wall/block to the horse. So, if you were doing this at the A end of the arena, the transition to walk would be near D, facing A.
Bring the horse round the circle as much as you can with your outside rein rather than the inside one, and try to use your shoulders and seat as much as possible for the downward transition.
Eventually you should be able to do a 10m circle, a really nice simple change on the A-C line, and a good 10m circle the other way, and repeat.
The small circles really help the horse to collect, and after a few repeats the horse should start to anticipate the change down, which means you can have your aids lighter and praise the horse for waiting and bringing its weight back.