Many people I talk with are uncomfortable about either direction of feedback. It's because we go through decades of schooling without being taught the art of feedback giving and using.
When I coach people on this, I make it as simple as possible. Have a conversation with people you work with about what kinds of feedback both of you would find useful, when and how we would best want it delivered. The more specific the conversation, the more useful. This makes feedback mutually valued and valuable. It releases the tension about what to do when we lack such simple agreements. Everyone benefits.