Anyone know a good interactive drill for this?

I take it you're looking for something more extensive than lernu's exercises on the topic?

Correlatives

(scroll down to the bottom for links to exercises at three levels of difficulty)

You could also do the correlatives section of the vocabulary drills, here.

There’s a past thread on learning correlatives that might help you.

Eeep, I really struggle with the correlatives. I'm trying to think of ways to remember the meanings of the endings, since I can remember what the k-, t-, etc. mean. I have come up with some pretty odd ways so far, ones that probably wouldn't work for anyone else!
The correlatives ending in -am I can remember to associate with time, since A.M. is time-related, too. I remember the -iu correlatives by remembering that kiU = whO. The -ies correlatives just seem to go together with possession in my mind - maybe it's the "s" on the end. The -om words I try to remember by thinking thusly, "How much do you want? This much? Omm...I don't know!"
I'm still trying to come up with something for the rest of the correlative endings, but maybe you could try something like that yourself? Some sort of silly mnemonic device to help them stick in your mind?

The postal course I did taught a mnemonic for -el: "in an elegant manner"

Some of the correlative endings are actually similar to other endings and suffixes in Esperanto:

O = substantival ending (same meaning in the correlative table)
A = adjectival ending (same meaning)
E = similar to the suffix -ej, meaning a place
EL = since the logical choice E (adverbial ending) was already taken, Zamenhof just stuck an L onto it

ES should be intuitive for English speakers ("whose", like kies, ends with an S).

I've checked Sylvan Zaft's article on the matter which is rather good... oddly enough going into my second week of learning esperanto, I am now finding the prepositions the most grammatically tricky aspect of the language. Perhaps chiefly due to their lack of contiguity with English prepositions, especially 'je'.

The "trick" with prepositions is not to translate literally from English. English prepositions make sense to us as native speakers but the ways in which they are used sometimes have very little to do with the root meaning of the preposition.

In Esperanto the prepositions are in fact far simpler.

We use prepositions in Esperanto according to their root meanings. There are very few situations in which Esperanto prepositions are used in what I would call an arbitrary way.

The "trick" to using Esperanto prepositions is to learn their meanings. And then when you reach a situation where you need a preposition, you use the one whose meaning most closely matches what you're looking for. And if you happen to hit upon a preposition that isn't the most commonly used, but whose meaning still works in the situation, you're still correct.

We knock on a door in English. What makes sense here? If you think about it, you could argue that knocking "at" a door makes sense, knocking "to" a door, knocking "against" a door. In English, only knocking "on" a door is considered correct, or in some cases, "a knock at the door". In Esperanto, they are all considered correct, because they make logical sense. In my personal opinion, knocking "on" a door - the most common idiom in English - makes the least sense of all of the prepositions I've mentioned here.

"Je" is used to talk about time, length, and measurement. And if you have a situation, and you look at all of the other prepositions and they don't seem to make sense, use "je". "Je" is in fact a brilliant idea. For those difficult situations where nothing seems to work well, rather than arbitrarily choosing a preposition that doesn't make logical sense there, we have a catch-all preposition to take care of it.

Ah, I downloaded Sylvan Zaft's "Mastering the Correlatives in Esperanto" - is that what you were referring to, Ferrus? I'm really glad that I found that - I hope it will help me out! Have you had any luck finding anything to help you with the correlatives yet? I'd love to hear if you do find something!