Every woman is different, to start off with. The “keys to their heart” rest with them and them alone. You can have a really deep conversation with one of them simply by asking what those keys are. Most girls I’ve come across are pretty open about this, you just have to ask. “Hey, what do you really love about guys?” is a good way to start, and if you can dig into her preferences without triggering her, that’s a great way to get the ball rolling.
I’d be wary about focusing on “deep conversations” as some kind of gold standard. I’ve known lots of girls who would just rather keep it simple and fun and light. Maybe there’s a lot of heartache under the surface that they don’t want to dig into with just some random guy she just met. Some just don’t find such conversations to be really interesting or worthwhile.
If you like having deep conversations, then you could use it as a filter, say if some girl doesn’t want to go deep with you after three or four dates then you just say you aren’t compatible and so you know to move on.