This might sound really simple, but as a (neuropsych) trainee, I really value the supervisors who have taken the time to explain the "why" behind some more idiosyncratic differences, such as report-writing and feedback styles. Ultimately, I think when I have had supervisors who can explain why they do things the way that they do, it helps me in the development toward my own eventual report and feedback styles that'll feel right for me.
This should also go without saying, but at one of my pracs, I felt more like a testing robot and was not challenged a lot on my thinking of why to administer X test, what Y result could mean, etc. I appreciate supervisors who will push and play devil's advocate, even if they may agree with your initial thinking. My current prac supervisor does this a lot, and I am sure it is going to be a huge asset for when I go off to internship, post-doc, and eventually sit for boards. This may be something that becomes more appropriate for more advanced trainees (i.e., folks who have done 1+ practica) versus new trainees, but I think there are probably ways to do this at all stages.