Take, for example, a student with an essay that has no thesis statement. You explain to the student what a thesis statement is and why it's important. The student is nodding politely the whole time, replying with an emphatic nod whenever you ask "Do you understand?" How do you know for sure that the student actually understands what you're saying, and isn't just saying yes so that you won't think he/she is stupid? One thing I like to do is pull out a sheet of paper and a pen, and ask the student to craft a thesis statement. If the student looks uncomfortable with me around, I walk away for a couple minutes. Then I take a look at the finished product, and we talk about whether or not it does its job as a thesis statement. The student walks away with a firm idea of how to write a thesis statement, and you are satisfied that you were able to teach someone an important writing skill.
Giving the student time to practice is perhaps one of the most important things you can do in a consultation, but for me it's also one of the easiest steps to forget. I won't deny that in a recent consultation I had I completely forgot to make the time. However, here at The Studio we are provided with an extra incentive to make sure we make that time--students are asked to fill out a brief anonymous survey about their consultant, and one of the questions they are asked is if they had the chance to practice during the consultation.