My syllabus doesn't include them in first physics course, and I am in engineering major. Should I try to practice them for myself or are they not very important?
Fermi problems are more of an instructive on a way to think about a problem in which the method is a lot more important than the "correct" answer. I've never heard of any curriculum spending more than perhaps a class or two "just" on Fermi problems, but they're an interesting exercise at the least.
Oh, and just an fyi... I've seen PhD candidates crack in front of examinations panels on Fermi problems. They can get really hard.