I went with a variation on that to my marriage counselor (on the phone, so a bit less scary): "So if I love you, is that OK?" To which he said that was OK. Seems easier as a question than a statement.

I've also e-mailed him about feelings I've had about him, because it's easier than talking (plus if it's in session my H is there, so that's even more awkward). I always request responses for those e-mails.

Last week in an e-mail to him (mostly about some stuff with H that I wanted to talk about in session), I made a comment about how my H says that MC just learned certain calming techniques with his voice and body language (that I respond well to, which I think H is jealous of) in "therapy school," and in parentheses, I added, "including sounding like you care." I guess MC could tell that I was trying to ask about that without really asking. He responded by saying that the voice and body language stuff can be learned, "but the caring is real." And that just made me start crying, because it was like he knew what I needed to hear.

So I'd suggest e-mail. Or typing it out, then handing it to him, either at the beginning or the end of the session.