First, I teach them the type of questions that will be on the paper and what is expected from each one in order to gain full marks. It is important that structure, content and the rubric of the exam is discussed. Even from the first lesson you can set exam questions based on a small amount of content. I always use the same layout as the real exam paper, even if I have made the questions up. This means students will be so used to the format that it won't make them nervous on exam day.
Whenever they complete an exam question they record the result and targets for improvement on an assessment sheet. During the early stages of the GCSE I let them have this in front of them while completing questions so they don't make the same mistakes, and can develop their technique.
I also use made-up answers for pupils to mark themselves. They are given the mark scheme and have to read three answers carefully, giving appropriate marks according to the scheme. I usually write a poor, a middle-scoring and a full-marks answer. Pupils are encouraged to justify their marking, by referring to the scheme. This can cause discussion, which lets them appreciate how an examiner may judge their answers. This is a huge confidence booster as they can see what is required to get full marks.
I also build up confidence by starting with easier exam questions and peer or self-assessment. I then make things more challenging by marking questions myself and having more "formal" exam practice, where they learn the skills of working in silence and using the time they have effectively.
Dawn Cox Assistant principal for humanities, The Harefield Academy, Hillingdon