My top tip for developing a good working relationship with people who are your direct reports is to schedule regular 1:1 meetings with each person.
The frequency of the meetings varies according to each person’s circumstances. When I was new in my role, I met with each of my team every week. Once we began to know each other better, the frequency changed to once a fortnight.
Although as a team we spend most of every working day together, the 1:1 meetings create a dedicated space for a more private and longer conversation.
I save up non-urgent points for discussion in between meetings, and each person also has their own areas of responsibility which I ask them to update me about at each meeting. Action points are agreed and I keep a brief record of each meeting for future reference.
Although the process is quite formal, the atmosphere is relaxed and I encourage my team members to speak freely and hope that in this way, any small worries can be addressed before they become bigger problems.

I completely agree, this is a great idea. It also allows staff some space to bring things up that they might not think to bother you with otherwise.