How to fully take advantage of immersion in a French speaking city

I’m visiting a French speaking city for a couple weeks on holiday and want to make it as productive as possible in terms of learning the language. How would you suggest I immerse myself as the natives speak quite fast? As a beginner speaker, they will switch to English when I try to speak. I also definitely don’t feel as confident prolonging the conversation as sometimes I feel they’re getting annoyed.

I was thinking of going to the theatre and really listening to the French even if I don’t understand a lot. Other than that what else can I do?