While augmented reality (AR) research demonstrates benefits of embedded visualizations for gross motor training, its applicability to facial exercises remains under-explored. Providing effective real-time feedback for facial muscle training presents unique design challenges, given the complexity of facial musculature. We developed three AR feedback approaches varying in spatial relationship to the user: situated (screen-fixed), proxy-embedded (on a mannequin), and fully embedded (overlaid on the user’s face). In a within-subjects study (N=24), we measured exercise accuracy, cognitive load, and user preference during facial training tasks. The embedded feedback reduced cognitive load and received higher preference ratings, while the situated feedback enabled more precise corrections and higher accuracy. Qualitative analysis revealed a key design tension: embedded feedback improved experience but created self-consciousness and interpretive difficulty. We distill these insights into design considerations addressing the trade-offs for facial training systems, with implications for rehabilitation, performance training, and motor skill acquisition.