I can't talk for others, but usually showing what you want works. The more specific, the better.

From my experience giving and receiving feedback, some people are bad at it. And then context also matter. Bad feedback when the company is doing layoffs always is more sensitive.

But I'll offer an example. I had one manager than in the yearly performance said that he was happy that I was independent, solved problems and had initiative, but that he wanted more communication from me and that he wanted to be on copy of all my emails. I thought at that time that sending him mails for things that I have already managed or solved would overflow his mail and I said that. But he insisted that he wanted to be on copy of everything! So I did. And the next year I received just the opposite feedback. Apparently it was better when I barely send him emails since most of them were minor problems that I just handle without bothering anyone.

With time, I reached the conclusion that what that boss actually wanted but wasn't able to explain was a summary of activities during the week with a few highlights of the more important issues. He could have said just that and show me one mail from someone who has been doing it right or offer a layout or something similar. On the other hand, that boss was used to be a "firefighter" so maybe he wasn't used to delegate and just not care about non issues. He was used to receive plenty of emails from the coworkers who had more problems and probably expected something similar from me.

My point is, if the issue is technical, show how it is done well. Or if it is documentation, explain how to fill correctly the document. You can even phrase it as "company's best practice say... so we do need to fill this documents like this", etc. That way is not personal. It is factual.

What doesn't work is things like "you are too direct", since that is ambiguous and opinable. And sadly, most feedback is like that. So you are left guessing what that means.

The best feedback I've received came from a female boss that didn't liked how I did functional analyses but explained in detail how she wanted them and why. And when I started doing them like she liked, she was happy. Clear and attainable. No changes on opinion or criteria. And she was right, her method was better since it avoided miscommunications in development.

Honestly is not on you to manage your employees feelings, but you do need to explain things clearly or they would keep doing the same mistakes. If they cry, let them go to the bathroom and process, but feedback is needed. And not once a year, but regularly.