Evidence is an excellent criteria, but only if you look more broadly so you're not ignoring most of the actual evidence available to you. All you really need to try something personally is decide that the likely benefit, given the limited information you have, outweighs the likely risk.

If you're sufficiently convinced it's not dangerous or difficult, the reasonable standard of evidence for some possible benefit needed to consider trying it might become correspondingly low.

Scientific studies are strong evidence of something really narrowly specific that they tested like "does X cause Y," but most decisions in life need to be made from things like direct observation, and anecdotes, because the scientific studies rarely exist to provide the full picture, even a good study on "does X cause Y" might tell you absolutely nothing about if "X causes Z" even if Z is more important than Y.

If there is something like a breathwork technique developed by a long dead soviet physician that regular people all around the world have been using for 60+ years and consistently reporting that it offered them some tangible benefits and didn't harm them, this is evidence that it might be worth a try. With the Buteyko method, most of its strongest advocates I have personally heard of are long dead from normal old age, and never had any plausible financial or personal motive to promote it.

For things like breathwork, I usually do carefully and broadly look at things like personal reports from regular people, on e.g. forums that are unlikely to have any motive to lie. If there's a strong consistent pattern of some harm or benefit, that can be quite useful evidence, even without any formal studies.