Yes, the shit sandwich, as one trainer I had called it. If you have someone who uses the sandwich, each time he says something nice you start bracing yourself for the shit that follows. Personally, I believe you should be up-front about criticism, but be aware of how it will affect the other party. There's lots and lots written about this, so I won't trudge through it again, but keeping non-confrontational language focussing on the thing that is wrong rather than "you did it wrong" is usually better.
Like the previous commenter said, it is difficult, but the shit sandwich is not always the way to go, especially not if giving feedback to me.
Actually, Dr. Chris Nass (author of The Man Who Lied to his Laptop [1]) claims that people's memory of what is said after criticism is much better than what is said before criticism, so you should start with small praise, then criticism, then end with a larger amount of specific praise. He talks about it a bit in a Science Friday interview [2] and apparently more in the book.
Like the previous commenter said, it is difficult, but the shit sandwich is not always the way to go, especially not if giving feedback to me.