A range of learning analytics (LA) tools have been designed and integrated into university classes to facilitate teaching and learning. However, exercise sessions, the educational setting that complements lectures with practical activities, are commonly overlooked by LA researchers and designers. Little work has focused on involving the key stakeholders, teaching assistants (TAs), and incorporating humancentered design approaches in this context. To address this gap, we conducted a qualitative study to understand TAs' common approaches and challenges of teaching in exercise sessions, and to explore their visions for LA dashboards that could be adapted into their current practices. Our results indicated that TAs in exercise sessions held two sets of goals in supporting students' cognitive and meta-cognitive activities, and while LA tools were seen as offering numerous potential benefits, they were also seen as introducing tensions threatened to disrupt the delicate balance of both goals.