Take them aside and chew them out. Then address the group, referring to the event anonymously. They will figure it out eventually anyway, but you will maintain their loyalty by not killing the offender publicly. Whether you agree with orders as given or not, they are your orders when you put them out. This is a hard one.
Officers are people too, and as such, they make mistakes.
You are bound by duty and tradition to address these matters on the spot. You cannot allow the junior officers you are supposed to be training to make an ass out of themselves, or to unconsciously be a bad example. You must however, do so in a manner that preserves the dignity of their position. You put him in a position where he really has to do what you want him to do, but you have preserved his dignity and allowed him a way to escape with minimal embarrassment in the process. You win, he wins, you win again later, when he comes to you for guidance, because he trusts you not to treat him like an idiot.