Don’t know if it’s the fastest way, but in my experience, the best result I got in the Unnamed City.
Skeletons used to give 18,000 exp each, now they give ~10,000 (probably less).

Considering the amount of said Skeletons and how quickly they go down, I find it very easy to level up my Thrall there. Also I collect Treasures and still hope to drop the Sword of Crom one day :joy:

All my Thralls I leveled-up to 20 have been “trained” there.