Yes, I have. Usually, it was because I wasn't sure how he would react to my request - and I wasn't sure that I could manage my reaction to be able to have a clear conversation.
So, what I did in the early days? I would email him or write him a handwritten letter. I explained to him that my thoughts - esp. highly emotionally charged ones - tended to come out better on paper, and that I wanted to start off the conversation that way. Then, once that initial ice was broken, it was sooo much easier to have a conversation about it, and work out the details.
The more I grew to know, trust, and respect him, the easier it was for me to come straight to him - but even now, if things are really at a fever pitch/an issue we've worked on for a while - he might get an email, first.