Not only did they confront each other - they sat next to each other for the entire trial!

Already during his stay in the UK, Hess had been noted to be mentally unwell - he made two suicide attempts (once by jumping off the stairs and once by stabbing himself with a dull knife) and appeared to have lost his memory. Whether he was faking his amnesia was a major issue for the people running the trial.

When he arrived in Nuremberg, Hess' amnesia seemed to be total. He claimed to not recognize anyone on the footage he was shown, and when his secretary who had worked for him for years was brought in, he claimed to not recognize her, either. Goering offered to personally confront Hess, and the psychologist agreed, putting the two of them into a bugged room. Hess still stubbornly acted as if he didn't recognize Goering. I say 'acted' because in the very first days of the trial, during a hearing on whether he was fit to stand trial, he suddenly announced that he had been faking his amnesia the entire time. Whether he had actually been pretending or of he had pretended to recover or if something more complicated was going on can't be known for sure. Either way, Goering was furious at having been tricked.

For the rest of the trial, Goering continued to be exasperated by his neighbour's odd behaviour, like reading books in court. When Hess gave his incoherent final statement at the end of the trial, Goering was one of the ones begging him to stop. None of the books I've read indicate that the defendants were asked what they thought about the sentences the others got, so I can't comment on that.

Source: 'The Nuremberg Trial' by Ann and John Tusa