The answer is - It depends.

My clients usually say: "Lay it on me!" or "Give it to me straight!"
In my 25 years of experience of sharing feedback (I don't like the phrase "constructive criticism". It has too many hard, crunchy sounds in it!), I've learnt to read body language and tone to know how to share it.

Dan, an employee in a company, met his boss in the elevator. "How am I doin', boss?"

The boss answered: "You're doing fine, Dan. Just fine."

Dan pressed him. "C'mon boss, you can tell it to me straight. I can take it!"

The boss then told Dan to follow him into his office. He told Dan to sit down. Then he went to the filing cabinet and pulled out Dan's file. What do you think was going through Dan's mind at that point?
You see Dan didn't really want his boss's comments. He just wanted the boss to tell him that he was doing a good job.

Most people require what one of my coaches taught me- "The classic feedback sandwich- A gentle wrapping of delicious, homemade honey wheat bread carefully swaddling the ‘meat’ inside."

Research shows that people basically don’t like feedback – and they don’t want either to receive it or give it.   The result of the Feedback sandwich I alluded to earlier, which is sometimes bread-heavy and meat–light, is that the recipient misses out on the important middle bit altogether. 

I usually share what the client is doing well (the bread) and gently let them know that they can be even better (the meat).

Are there tough-cookie clients who truly want straight-forward advice? In my experience they are very few. The real work of coaching is to give feedback to one person at a time in a way that is uniquely suited for that individual to hear. Every coach needs to have a bag of tools that offers many ways to accomplish the same task.  Of course, you need to understand your craft and you need to make all the varieties of human nature your lifetime study.