When I taught in the middle school, students would inevitably come up to me between classes while I was standing outside my classroom during "hall duty." Somehow it seemed safe to them to seek advice, share a problem, or tell me that they forgot their homework. This is also where I found out someone was being bullied, who needed a pep talk, and who needed a gentle reminder for the day. Just those few minutes between classes accomplished so much! I will admit that at times I "felt" more like a teacher than I did up in front of a class full of squirming pre-teens.
Now as professor those hallway conversations have morphed into lingering-after-class and walking-to-the-parking lot together advising sessions. These are different conversations than what happen at a desk in an office during pre-scheduled "office hours." Students speak more and listen more somehow when we're walking to the parking garage. And again, more is accomplished and I feel more like a teacher!
It doesn't matter what level you teach, there's more to it than imparting knowledge and skills. Are you available for the impromptu advising sessions? Are you visible? It takes a lot for students to open their mouths and share their insecurities, frustrations, or fears. You can make it easier for them by being there and "lingering" after class. Make it safe for them to say, "Got a minute?"