Awesome question! You definitely want to review every single NBME practice question in detail. In my experience, it is only necessary to do the exams currently available on the NBME website, and I see going back and doing retired exams as overkill (I.e., people get 260+ scores without this)
In terms of how to actually review them, consider making an Anki card for each question you get wrong, and at least laying eyes on every single question, even those you get right. Pay particular attention to the images (make sure you can identify all the labeled anatomical regions in the brain, for example, if that comes up in a question). Given that there are no answer explanations currently available, unless you're reviewing the exams with someone, I recommend using Google and First Aid to look up the information needed to understand why the right answer is right. This can often take A LOT of time, but it's really worth it. If you're stumped, consider reaching out to a friend or classmate who has already done well on the exam. The review process can be arduous when approached this way, but it's very active learning and will lead to much better long-term content retention.
Do not spend your time searching explanations online, or using "explanation" documents circulated among students. I've seen really, really terrible errors in both these sources, which can lead to the kind of misunderstanding that can cause you to get questions wrong in the future. Good luck!