Review their first sketch page then leave them be
Sketching on a new project can be stressful for two reasons. One, the designer doesn't fully know yet what is expected of them. Two, the designer is assigned a cadence that disrupts their flow state.
The way we've found to destress a sketching project is to ask the designer to share their first sketch page internally. We give them immediate feedback and then leave them to tackle the remaining pages without us interrupting their flow with check-ins.
The resulting concept sketches will be faster and more enjoyable to produce.