For my players, I only let them level up if they can get a solid night's sleep, i.e., during which they aren't taking watch shifts and sleeping with one eye open. Defended territory, hotel, rope trick (usually), etc.
When they do level up, they can only improve skills they've actively used, trained, or told me they were working on in their free time (minimal though it may be) during the previous level. It doesn't make any sense to me that a rogue who has never tried to open a lock keeps getting better at it.