Have lots of experience with this. Either way you are wrong. If you do the kid gloves thing, then the person gets upset. If you are straightforward, than your being inconsiderate. Either way you can be seen as not caring.
I am just myself with everyone. I understand that my family has certain issues, but someone with depression is suffering with an ailment that HE/SHE must work on. Whether meds, therapy or both, that is THEIR prob, not mine. Just the same way that you shouldn't enable an alcoholic with booze, you should not enable depressed people by encouraging their behavior