Background
I am frequently working with a colleague who is a little bit junior to me (but not particularly "fresh" - he has been in the company for over 10 years in a lead developer/expert role for some other software). He is relatively new in our team, with me as his primary coach, so I, by definition, know much more about our particular project/software, but that's about it - apart from that he's as mature as one could ask for. I never was his disciplinary boss, and am not a formal team-lead or project-lead in that particular project (I am one of the two most senior persons involved, by time and knowledge).
He has, in the past year, really gotten into the project and proven his capabilities more than once; implementing new components in a very self-sufficient-while-team-oriented way, communicating directly with customers, and being overall very commendable. He gets positive feedback from everybody around him, all the time, including the product owner and all relevant stakeholders.
He is very methodical in his approach to everything; he will double-check shell command lines before hitting enter; double-check lines of code before saving/compiling; and he noticably thinks before talking. This is not obnoxiously slow, it is not annoying, it does not come across as being "stupid", but I suspect he thinks it is/does.
He will do his utmost to find information or solve problems on his own, but will call me when he cannot. Our typical conversations (usually by phone, as we are in separate cities) go like this:
Them: I am sorry, I have to annoy you again.
Me: No problem, what can I do for you?
... we work on some issue ...
Them (while typing): Sorry, this will surely annoy you hugely, I am sooo slow.
Me: No problem, it's fine...
Them (while learning something new, which he cannot possibly know): I am so sorry that you have to waste so much time on me...
Me: No problem, I like sharing know-how...
And so on and so forth. At every step, he will complain how slow/annoying he is, and how sorry he is for annoying me, and that he doesn't know things.
Nothing of what he complains about does in fact annoy me. I am very glad that he is here, he has (together with other new colleagues who joined the team at the same time, and whom he has worked together for many years) taken a large part of work away from me that was overwhelming me before. We are all very easy with each other, there is mutual consent about almost everything. I would rather have him call more often than less often.
In the parts of the software which he has inherited from me, he has taken on full responsibility, but he has also gotten complete freedom to do as he like within our coding guidelines; he has constant access to me and other team colleagues for peer reviews, help, information about historic areas of the code and such.
I have, in the past flat out told him that nothing of what he does annoys me, that he is doing great (which he measurably is); I have explicitely voiced that I do not expect him to magically know things about our software or infrastructure that he cannot know, and that I'd rather have him ask me than try to find something in the sparse documentation. It is true that I am typing and coding very fast in comparison with him because I know every nook and cranny of that software environment; but I certainly have not rubbed it in, and concerning the actual results he is not in any way slower than other people. Any typing speed issues are masked by slow Webex/Skype connections anyways. ;)
He has been this way from day 0; it's one of the first things I noticed about him (not only towards me, but also others, including colleagues from his old team).
Question
Recently, he has voiced doubts about being in the right spot because he seems to be so slow. It would be a nightmare for me if he quit the team - he does a lot of good work, everybody is happy with him, etc.
Do you have suggestions how I could behave, what I could say or do to make it easier for him? I would love if he would be confident in his role. Obviously, stating objective facts (like "you used X hours for feature Y; I needed the same time for a comparably difficult feature Z - you are as fast as me") or pointing out the happy customer/colleagues does not do it.