So what's the best way to coach? Here's my thinking.
Timing and setting matters. Some people are OK with "intervention" coaching, meaning right at the point of the problem. Others might be edgy or defensive at that moment and prefer "post mortem" coaching. Your job is to know what works best for each of your team members and try to adjust. If the situation doesn't allow you to act exactly as the team member wants, that's OK. Just be cognizant of the team member's preference. If, for example, you need to intervene on a person that prefers post mortem, lead with something like, "I apologize for intervening right now. But I'm hoping to quickly speak with you about XYX. Sound good?"
Of course, the best is a routine coaching session that is scheduled and planned. I know you're doing this; please keep it up. This will be extremely important for new hires. Shoot for 1 session each week for the first month. After the first month, you'll have a better understanding of what is necessary. As always, test and learn.
Also, setting matters. Some people prefer chat; it allows them to slowdown and think through their response. Other's have trouble picking up subtleties in chat and do better of the phone.
Lead with something positive. We all appreciate being recognized for our good work. Whenever possible, lead with a positive accomplishment. For example, after two weeks of near perfect attendance one of your team members arrives 30 mins late. Given the history of this teammate, you want to coach in order to avoid sliding back into a negative trend. Lead with, "Thank you for your improved attendance over the last two weeks. It's made a noticeable difference in your work and its had an impact on the entire team. Let's keep this trend going, which is why I want to speak with you about yesterday's tardiness."
Paint a big picture with Us and We; avoid I/You. The I/you structure is polarizing. It puts people on the defensive and it won't make for a constructive coaching session. Rather, elevate coaching to the greater group. Let's again use the team member who is late. "You were late yesterday. I want to you improve your attendance" is confrontational. Rather, elevate the issue to the greater group. "Being on time is extremely important. Arriving on-time positively impacts every aspect of our business. Our users benefit from faster service. Our team members aren't stretched thin and are able to take an adequate amount of breaks. This is why it is so important for all us to be on time."
Note that I focused on the positive ("being on time") and not the negative ("being late").
Leave the coaching session with an action plan/goal If you layout a plan or set a goal, you'll have a meaningful point of reference for the next coaching session. So leave a meeting with an explicit goal or plan and then review the progress of that plan or goal in the next meeting.