Sometimes it takes a little unintentional embarrassment to drive a point home. It’ll make them think twice next time.
What I mean by that is that as long as you’re not intentionally or maliciously trying to embarrass them, then you shouldn’t feel bad. You cannot always control how somebody receives information; nor should you. The best you can do is to be clear and polite in your communication. If someone’s feelings get hurt, that’s on them to reconcile, not you.
This is genuinely like parenting a child: they need to develop their critical thinking skills, and to gain their own confidence. So they must be left to make their own mistakes to learn from. Your job is to give show them the tools to use, give advice when necessary, and be there to catch them when they fall; because they will fall.
Doing this will help bolster their self-confidence and make them better mid-/senior-developers later in their career. Coddling them and constantly holding their hand will make them reliant on other people and prevent them from learning anything.