One great way to train your reflexes has to do with catching any and all annoying flying insects by hand. Whether you decide to fully close your hand and crush the insect, or not, is entirely up to you.
If you choose not to, you can even release the flying insect inside to give you more chances to practice your hand eye coordination and reflexes.
There's also a huge difference between trying to catch something that's mid flight and something that has landed.