The self-esteem of some students with mental health difficulties can be extremely fragile. Criticism, whether of them as an individual or of the group as a whole, can have a very damaging effect on mood, self-esteem and motivation. Feedback on assignments is best if it is constructive. Written feedback should avoid short comments that are negative, judgemental or overly critical.
Some students with mental health difficulties may find written feedback anxiety provoking, others may find it difficult to cope with face-to-face feedback.
If you know that receiving feedback is an issue for a particular student, then discuss with then which method they prefer.
Some students may wish to read their feedback and then have an opportunity to discuss it with you in private. Students who have a mentor may find it helpful for them to sit in on feedback sessions in order to provide support or to take notes for them. Be prepared to be as flexible as possible.