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If it’s comments on a piece of work, something written so I have all the notes in front of me. Or, a call is fine too if followed up by an email that sums up what we talked about. If it’s a performance review I’d prefer to talk in person (which these days means a call of some sort). It’s so easy to misconstrue someone’s tone via email or slack.
Based on my experience, in person or video works best, followed by a written summary with detailed points as applicable.
There’s a few reasons for the strategy: you’re able to read body language, gauge real-time impact, and have a personal connection. Psychologically speaking, feedback comes across as more callous and critical when delivered over email or Slack. 
Many times I want to provide quick on the fly feedback, but stop myself. Rather I write it down for the next creative review or 1:1. As a people leader I found this to be more effective.
I also avoid saying “can you call me“ because this instills a sense of fear. I try to get feedback when it is expected as opposed to catching others offguard. The main exception being if it is a high visibility client deliverable due before the next meeting. 
Lastly, for certain groups I try to use the 3 to 1 method when applicable… three pieces of positive feedback followed by the area of focus. I found that as relationships progress, you can adjust to be more candid. But that takes time, chemistry, and trust to develop. 
Hope this helps, this is been a area of focus for me last year. 
Chief
Very well said.
I agree on the email feedback coming across more harsh — that said, it does have a place. I save that for occasional use if it’s something I’ve already addressed or a recurring issue
Rising Star
I prefer constructive feedback that has been whispered into an empty coffee can, sealed tight and then gingerly placed upon my doorstep.
Chief
Clear and descriptive notes. Nothing vague.
I prefer phone call or video call so it is a conversation. Tone is easier to read and it is easier to clarify. I typically ask my direct report how they felt about the project/their progress and then dive into the feedback based on what they say. If it is a project, I’ll write up the feedback and send via email. If it is a progress check in, I usually type up reference notes for my next 1:1 with them.