A supervisory interview is a conversation with someone who works for you where you have an objective of changing your subordinate's performance. The purpose is to get performance to change, not to make either of you feel good.
If you're a boss, then part of your job is talking to people who work for you about their performance. It doesn't matter if it's hard. It doesn’t' matter if you don't like it. It doesn't matter if you fear confrontation. It's your job.
Since you have to do it, you might as well do it well. I've written a whole book about this, called Performance Talk that will be out in late 2005. Here are some tips to make your sessions more effective.
Do lots of small, short, informal supervisory interviews. Don't wait for things to get really bad before you act. It's easier on you and it's more effective, too.
Describe behavior or performance without adjectives. You did this. That was the target. Here's the gap.
Tell your subordinate the outcomes of their behavior. Tell them the logical outcomes like, "when your report is late, I don't have time to prepare." Tell them emotional outcomes, if appropriate, like, "when that happens I get angry."
Then wait for your subordinate to talk. Wait as long as it takes.
That's the core of a supervisory interview: an adjective-free description of behavior, logical and emotional reasons why that behavior should change and a chance for your subordinate to talk.
Finish your supervisory interview with agreement on what will change. Then follow up to check on performance and deliver consequences. If you follow those steps, you'll send your people out of the interview concentrating on changing their performance.