Yes, the study of how people do history is a discipline called "historiography."

Do you follow our Monday Methods series? Take a gander through the archive. We do posts on the modern discipline of history (how to do archival research, grad school admissions), but we also cover the primary focuses of the field of historiography. Some weeks look at particular theories of doing history (the Annales school, Marxism, world systems theory); some look at different historiographical approaches to a single topic (violence, disability, etc).

He only covers the 20th C, but you'll be hard-pressed to find better than Georg Iggers' Historiography in the Twentieth Century. Should be mandatory reading for all history grad students, and probably for undergrads, too. Really a good book.