It's actually characteristic for millennials to crave constant feedback, so frequently they will be receptive to it. That being said, effective feedback delivery is a skill that takes practice. First things first; make sure your feedback is truly constructive rather than punishing. You should never give feedback if there is no actionable behavior change request attached to it.
Only give feedback in private and when you and the employee are in an appropriate frame of mind to give and receive it. Framing the feedback properly is important. Explain that an important part of your role as their manager or superior is helping them improve – a process to which feedback is crucial. Once you've set this stage, always link feedback to behaviors (vs. character traits), be specific and use a neutral, non-punishing tone. Reach a mutual decision on what will be done to correct the problem.
At the end of the conversation, ask the employee to recap so that you can ensure you're on the same page. If you sense he/she is taking the feedback particularly hard, reaffirm that you think well of them, and you're providing this feedback to empower the staff and grow.
People will focus more on your constructive feedback than on the positive, so aim for a 70/30 percent positive/constructive feedback ratio, since the employee will likely perceive it as 50/50. When you provide mostly constructive feedback, you run the risk of demoralizing and demotivating your staff.
Laura Smith is MD of US Human Resources at Edelman