For me, it's been things like "I felt judged (or shamed) when you talked about this in that way." Or "I know giving feedback is your style, but if it's a really sensitive topic for me, then I'd like you to be a bit more gentle in it." Or (from a session early on in seeing him) "You had your arms folded the entire session last time, it made it feel like you were really closed off to me." He's generally responded well to the feedback and made adjustments, or at least we've talked about it, like why he's approaching things in a certain way with me.