In almost every interview I gave at the last several companies I worked for, I'd start with "This may feel a bit odd, but with this coding problem, I'd appreciate if you spoke through your problem solving. If it helps, pretend like I am your intern. Good ideas, bad ideas, pros and cons of whatever you're considering, it's all valuable information for me to learn a bit about how you approach problems."

I feel like being explicit like this put candidates at a bit more ease than having them try to suss out what the interviewer is expecting from them implicitly (and I know there are many interviewers that will auto-veto any candidate with the audacity to suggest a possibly imperfect approach).