The problem of exploration in unknown environments continues to pose a challenge for reinforcement learning algorithms, as interactions with the environment are usually expensive or limited. The technique of setting subgoals with an intrinsic reward allows for the use of supplemental feedback to aid agent in environment with sparse and delayed rewards. In fact, it can be an effective tool in directing the exploration behavior of the agent toward useful parts of the state space. In this paper, we consider problems where an agent faces an unknown task in the future and is given prior opportunities to ``practice on related tasks where the interactions are still expensive. We propose a one-step Bayes-optimal algorithm for selecting subgoal designs, along with the number of episodes and the episode length, to efficiently maximize the expected performance of an agent. We demonstrate its excellent performance on a variety of tasks and also prove an asymptotic optimality guarantee.