We all do it. And, many of us basically learned by observation – a little bit of classes in pedagogy (my US one was the most hands on. My Swedish, more reading and talking to colleagues).
Andrew Gelman (my by far favorite Statistics Blogger), has written about this. When we teach, we don’t practice what we preach (pdf)
Yes, absolutely. And, Sweden has the added impediment of all exams being public, so it is difficult to actually assess questions – unless you just want your students to always know what is on the exam….