Due to growing pressures on universities, many master's degree students are offered all or part of their thesis supervision in groups involving core feedback skills and engagement. Given that not all graduate students understand or are comfortable with the academic discourse and strategies for formative feedback engagement, the institutions cannot take group supervision for granted. This paper explores how 36 master's thesis writers perform and experience different feedback activities in the role of peers during group supervision at two faculties at the University of Copenhagen. To examine what it 'ideally' means to 'do' feedback in group supervision, questionnaires were filled out at three selected points in the thesis-writing process, followed by 10 student interviews. The findings of the qualitative case study show that individual thesis writers engage more actively in feedback activities than do pairs/trios. The students also seem to be influenced by the type of supervision offered by the institution. Furthermore, mutual expectations of 'help' seem to underlie and influence student experiences and the group supervision outcome of the thesis-writing process. A new, complex student role -- 'the implied peer' -- is argued to be at play during group supervision. In conclusion, supervisors and institutions should make the peer role of thesis writers in group supervision more explicit. Vital feedback skills, however, must be trained and integrated in teaching long before students become thesis writers.