The more embarrassing the error, the bigger the favour you are doing the speaker by correcting them..
An example that springs to mind is of a French student who told me that he liked "to make love to people".
That's what I thought, anyway, and it took some time to work out that he meant that he liked "to make laugh to people", or in better English, to make people laugh.
Yes, he was bright red with embarrassment when i told him what I honestly thought he had said, but he never said it wrong again, and I bet that if he still remembers it he will laugh about it now. 😁
With my fellow native English speakers, I generally try to ignore their mispronunciations, or at most make a point of using the correct version in my reply, hoping that they will notice the difference.
There are only certain family members who I would dream of openly correcting, and they do the same for me when necessary - these are usually words that I have previously only encountered in print, rather than in speech.
That said, I do find it hard to ignore people pronouncing chorizo as chor-it-so, and regularly scream at the TV when I hear it from yet another celebrity chef!