I think it depends on what you mean by critical thinking. In the truest sense of the expression, I would think part of it is natural for any intelligent brain, however, it only reaches its aptitude by application.
Problem solving is what I find to develop the skills most directly, and the first thing I would tell my children is that trusting one source of information is no different than trusting another, authoritarian knowledge is authoritarian knowledge, and to gather it as such to apply critical thinking to. In short, authoritarian knowledge is not the result of one’s own critical thinking; it’s one of the pieces one uses to apply their own critical thinking. I would also warn them against drawing conclusions on any matter not requiring such. All reasonable, reputable, and peer reviewed sources once agreed that the world was flat and sat at the center of everything.
I would tell them to find truth, not choose one that has been offered or found by another. I would then explain decision making and provide them a well structured understanding of epistemology. From there, I would pose them many questions and hypotheticals to ponder and consider… to draw them from one side of an argument and back to the other, so they learn to learn, not conclude, form opinion, judge, or believe. And lastly, I would point out their ignorance, as well as my own, so they get comfortable and understand their natural limitations, and they can be confident in their accuracy of personal certainty on any given topic. I would also warn them that I too am nothing but a source, and appropriate doubt should be exercised.