New Supervisor Training: The Dos for Coaching Millenials
1 - Establish expectations that are clear, concise and direct. Often the team leader has in his or her mind what needs to be done but doesn't adequately express it to the Millennial. Too bad they are not mind readers, eh?
By the way, wouldn't it be great if all new supervisor training could teach mind reading to team leaders? Talk about an advantage!
2 - Deliver positive contacts that are specific, sincere and meaningful to the Millennial. Walk around catching them doing it right – not wrong! Tell them they are doing it just right. Yes, perhaps they already know but your job is to build a reputation for catching people being successful not snagging them when they aren't.
3 - Execute the three-part cycle of direct coaching. 
First, give them a clear instruction as to the assignment. Second, observe how they perform. Finally, deliver candid feedback – good or bad. And no, this is not designed to be contradictory to the point above. Practice both actions separately with Millennials.
4 - Check the language you use per the individual. Some people really appreciate a direct statement like, “Here’s your assignment.” Others cannot stand the word “assignment” – it is a hot button that prompts them to turn up their nose. Or worse.
And for the purpose of new supervisor training bear in mind that everybody has hot buttons or "triggers" that may prompt negative reactions.
5 - Distinguish between ASAP and ASAR. Often leaders are encouraged to provide feedback or coaching ASAP – as soon as possible – which creates an urgency that may not exist. ASAR – as soon as reasonable – suggests that you can do a better job of choosing the best time to deliver feedback. (Consider having a list of acronyms with definitions in of your new supervisor training.)
6 - Hand out the critical information in the morning. Generally speaking, research confirms that morning is the better time to deliver negative feedback or complicated coaching information. Wait at least half an hour after they've started the work day though so that it doesn't seem like you are ambushing them.
This is a critical tip that should be covered in all new supervisor training; unfortunately it isn't.
7 - Protect the self-worth of the Millennial. Go beyond knowing what hot buttons cause them to turn up their nose. Some people need to be challenged or they think you are patronizing them. Others need re-assurance that overall things are going well. Point out to them that this bit of coaching information is just to make them better.
8 - Ignore some behavior that doesn't really matter. You've got an ordinarily great performer but they miss the mark on this one thing, this one time. Just ignore it. They’ll self-correct. And, they’ll probably be harder on themselves than you could be.
9 - Deliver negative consequences when it really does matter. If you've made it clear that a “red line” exists when these particular circumstances occur, then you've got to deliver. If you cannot, then your credibility is shot and obtaining a high-performing, highly disciplined team will be impossible.
New Supervisor Training: The Don’ts for Coaching Millenials
1 - Chew. You are a leader not a carnivore. Every rule has exceptions, but best to keep the exceptions on this one very rare.
2 - Ask “why” or “why didn't you?” Your coaching occasions are for developing people not interrogating terrorists. Better, ask something like: “What’s in your way?” or “What could you do differently to achieve this goal?”
Count this as an "essential" for new supervisor training.
3 - Pursue the “pound of flesh”. (The term comes from Shakespeare's play, The Merchant of Venice.) After screaming, throwing a dramatic tantrum, cursing, and listing dozens of things that an employee had done wrong since the hiring date, one healthcare professional was overheard remarking (after the employee had been dismissed): “Man, do I feel better!” Come on, don’t be this person.
4 - Get caught in the detail. Focus on strategically improving the person so they are successful. Sure details matter. And your job is to drive overall improvement not get overly consumed with the trivia. Millennials want coaching that has value.
5 - Ask “why” or “why didn't you?” Yeah, I know it is mentioned above. This bad habit bears repeating because it is so difficult to eliminate. We've been programmed by previously poorly trained leaders, and perhaps parents, who overused this approach.
Did I also mention that this is an "essential" for new supervisor training?
6 - Be trigger happy. Every team leader has a trigger word, phrase or behavior that sets them off. Don’t enjoy having your triggers pulled just so you can go off on the Millennial.
7 - Gunny-sack. 
What’s a gunnysack? (This term is newer than Shakespeare.) It is like a burlap bag or bag made of rough cloth that 25 pounds of rice or potatoes might be packaged in at the bulk food store. What’s gunny-sacking? It is the gradual storing of small pieces of feedback that you've been meaning to share with the Millennial. The day comes when you decide to give some feedback. You pull one important item out of the sack. But you don’t stop. You end up dumping all of this pent-up frustration and feedback on the employee at one time. Oh, and don’t ask “why” while you’re doing it.
If you decide to scrap this idea for new supervisor training, then do it right and order an official gunnysack. Ebay has them.
8 - Offer an obscure message. Some managers have a conflict-avoidance personality. It is how they are made. Perhaps they need some coaching on being direct. The Millennial is neither a mind reader nor an interpreter. Get to the point with candor and a positive tone of voice. It can be done.
Again, count this an essential for new supervisor training.
9 - Interrupt. Just the opposite of the leaders described above are some that frequently interrupt when the employee offers an explanation or seeks clarification. Tone it down and focus on people development. After all, that is the business you are in.
So that's your quick new supervisor training in two columns - one for dos and one for don'ts.