While some research fields have a long history of collaborating with domain experts outside academia, many quantitative researchers do not have natural avenues to meet experts in areas where the research is later deployed. We explain how conversations -- interviews without a specific research objective -- can bridge research and practice. Using collaborative autoethnography, we reflect on our experience of conducting conversations with practitioners from a range of different backgrounds, including refugee rights, conservation, addiction counseling, and municipal data science. Despite these varied backgrounds, common lessons emerged, including the importance of valuing the knowledge of experts, recognizing that academic research and practice have differing objectives and timelines, understanding the limits of quantification, and avoiding data extractivism. We consider the impact of these conversations on our work, the potential roles we can serve as researchers, and the challenges we anticipate as we move forward in these collaborations.