About the theory part
By an large, an electrical/electronics engineering education teaches you all the theory that underlies electronics. They go light on teaching you actual technology, because technologies go obsolete well before you want to retire.
I got my EE degree in 1988, when most signal processing was done with op-amps, diodes, resistors and capacitors. DSP was a thing, but it was mostly done with custom circuits*; audio-speed DSP was just barely viable to do useful things with it in a box the size of a book.
Between then and now, dedicated DSP chips have gone from being obscure, expensive, cutting-edge fringe technology to being (mostly**) obscure, expensive, obsolete fringe technology.
Somewhere around 2000, if you did signal processing that was synonymous with having a DSP chip in the mix. Today if you want to do DSP you'll probably do it using the SIMD extensions to whatever microprocessor is embedded in your product (or is on the phone that's executing your app). If the DSP is too intensive for that, it'll likely be happening in a GPU, an FPGA, or an ASIC.
But in all that time the theory hasn't changed. So be happy you're getting loaded up with theory -- it should last you your whole life.
Frankly, if those CS people you envy are just learning "how to code in Python" and not enough real computer science to learn how to code in anything, on the fly, when they need to, then they're being short-changed. So perhaps you should be grateful.
On the practical aspects
Start doing stuff on your own. Manufacturer's development kits are a great place to start, or open-source products (like the effects pedal mentioned in the other post) that you can modify.
If your school has them, shoot for getting a position as an undergraduate research assistant, preferably at a lab that deals with real equipment. You'll be at the very bottom of the pecking order, but in the right lab you'll be making actual equipment actually work. When you get out of school, you'll be the only one at your job who doesn't have gray hair who knows how equipment behaves when there's a broken wire or a dirty contact in a switch.
(Edit): or if you're one of the now-rare people working a side job to get through school -- try getting a job as a technician, or even an assembler, at a place that does electronic equipment.
* My third job out of school, which I started in 1994, was with a quarter-million-dollar (1994 dollars) system that featured a video tracker. The tracker was two 6U VME boards stuffed full of programmable array logic*** and one lonely transputer****. I don't know how much it cost, but I'm guessing it was between \$2000 and \$5000, in 1994 dollars. You could implement its functionality today in a cell phone, if you wanted something so primitive.
** Arguably -- I'm sure someone will disagree.
*** FPGAs were not a thing when it was designed.
**** Yes, one transputer. Why? I dunno.
