I write down expressions like that when I’m watching S4C or from the dialogues in textbooks and reading books and then try to make small dialogues with them. Or there was a forum (now inactive) for native speakers and advanced learners of Welsh, maes-e, where there were informal discussions about everything from language to sport, and I picked up some expressions there. (Forums are one of my favourite places to pick up new language, since, living in Belarus, I get no exposure to real life French or Welsh, and the language people use on forums usually corresponds to what they would be using in real life).
But a real course with such phrases would be priceless, of course:)