You could buy conference tickets, they are usually pretty pricy if you buy the "corporate" tier.
Books are always a good investment.
If you don't like coursera, try udemy/edX or maybe individual people who offer coaching/training in your preferred field.
If you need any equipment for data engineering (idk, a better video card?), you could go for that. Embedded engineers could buy a raspberry pi or a beaglebone for example.
Idk if that's common but I guess you could pay for cloud services that you used to learn/pet projects in your domain.
- from a fellow training budget expenses seeker.