It depends on the task. If we practice accuracy, then I stop the student when they've made a mistake - and they should correct themselves. However, if we practice conversation and fluency, then I don't want to stress students out by pointing out all the mistakes. Students need to gain confidence in speaking, and it won't be achieved if they are constantly reminded of their shortcomings. Therefore, I write down the mistakes that shouldn't have happened (because it has already been practiced) and we discuss them after completing the task. And again, I don't correct the mistake - I ask the student to do it.