Keep in mind that micro-management is more about the Leader than anyone else. The behaviour of always needing to be involved is a product of being afraid of failing. These people live in the "if you want it done right do it yourself" camp. The lack of trust stems from the fear of what will happen if someone's "failure" is pinned on them.
Two plans of attack:
1. If you want to help them get past this then it needs to be dealt with at the root level and that means coaching them through their own fear to understand that the world won't end if something fails.
2. Second plan of attack is to raise their own self-awareness around what impact they have on their team because of their micro-managing ways. This can be done simply through a "check-in". It goes something like this:
You: Bob, you got a minute? I want to check in with you about something.
Bob: Sure. What is it?
You: I know the project we're working on is really important to you but the number of times you make me review it with you (or whatever the situation is) makes me feel like you don't trust me or my ability to do it properly. Is that how you really feel?
This will open the door to negotiate new terms to the relationship.