For singing scales I have also been doing this with a keyboard - singing first and checking. Its amazing that if you don't practice for a few days (because you are busy on something else) its easy to forget. So regular practice is important! I have found recognition of the chords difficult.
Although I play be ear I have not had formal aural training in the past and so this is a steep learning curve for me. I have been taking it small steps limiting to two types of chord at a time and trying to work out strategies to differentiate them.
Listening for the thirds and fifths is important. I am improving but I find that after I've been doing it for a long time I start to get worse again. Why is that? Too tired? Ear gets confused because by the end of the session you have done so many? Hey ho.