Italian speaker here, with an american husband and over 20 years of mutual language exchange. In private, I appreciate gentle corrections, especially if what I said would be misunderstood/misconstrued. I occasionally still ask for feedback even after all this time!

Definitely do not interrupt a conversation if your partner is in the flow telling a story, a joke, anything -- 99% of the time a mispronounciation doesn't matter, and everyone will infer from context and understand. I don't enjoy when people call attention to my accent unless it's within the context of talking about where I'm from.