During lecture provide opportunities for students to assess their understanding. You can ask students to re-explain a topic to a neighbor or solve a problem that requires them to apply a new idea or skill. Students might otherwise assume that they understand the content better than they do. This can help them identify what they don’t understand and help develop their metacognitive skills. You can circulate and answer questions that come up.
Example: "See if you can apply this idea to the problem in your handout."
See this and related tips as a Tip Sheet: http://csteachingtips.org/tips-for-lecturing