I spent a lot of time as a young player playing rock and roll sax on the bandstand, where you need to immediately catch the audience's attention; make a clear and concise statement; and you've got 12 or 24 or maybe 32 bars to get the job done and get out of the way. Under those circumstances you have to develop some individuality. Also, I never did any transcription to speak of; which definitely slowed my progress in some ways (so I am NOT recommending that one eschew transcription); but it also forced me back on my own resources rather than learning how other people did it.
Even now, I often find myself envious of young players who have such a command of the "standard jazz language", but on the other hand after listening to a couple of choruses many of them all sound the same. I have been TOLD that my playing is immediately recognizable (and I THINK that "because it's so awful" was not what was meant..)
So if I were asked "how to practice in support of developing an individual sound" I would probably say to spend a lot of time on tone building exercises (I like to practice outdoors) and playing along with records (actual recordings in preference to Aebersolds, because with an actual recording you've got to figure out the chords on your own, and because the music will run away from you with the least inattention - though I use Aebersolds and Band in a Box a lot too, especially when I'm trying to really nail down a chord progression and reduce it to deep inner memory). And then get on the bandstand and actually play a lot for audiences.