To play and analyse a game blindfold does help a lot to get the game into the memory. The other program for learning chess games is of course the brilliant free "Chess Hero"
Chess Hero is "guess the move" program with engine support.
The combination of different methods to look at the same game should help to get it deeper into my memory, at least: this mix of methods makes the job less boring
Here are the hints on "How to memorize chess games" from Chess Coach IM David Pruess