I collected feedback myself as part of a graduate teaching assistant module. I gave the students on my bench sheets of paper and asked them to write headings with 'stop' 'start' and 'continue'. Under each heading I asked them to write things they'd like me to stop/start/continue doing to help them learn in the lab and post them anonymously in a box at the back of the lab. It was pretty useful (and quite an ego-rub in the end!)