As an engineer in college, this happens way to often

Right! Instead, encourage them to keep trying at it. :) Like every parent teaching their child math, or learning how to drive. :)

When I was in year 2 my teacher would single you out in front of the entire class when you made a mistake, I have social anxiety so it was especially mortifying and I started refusing to try something if I didn't know that I could get it right first time which I only stopped recently, a decade later. Mistakes happen, people screw up and that's not a bad thing so never make someone who's learning something feel bad when they do it wrong.

Math is my one thing that I just can't grasp. Made the mistake of signing up for an advanced math class..I can understand it so far, I'm just a little slow but I'll eventually get the right answer. People will laugh at me when I make the wrong answer and I can hear people holding their breath when I answer a question in front of the class like they're waiting for me to mess up. It has made me absolutely dread math class even more than I already had. Guys, just don't do it. Help people with their struggles if you're gonna do something.

It depends on how they get it wrong, though. If it's funny, it's funny.