You have to find out what makes him tick. Remember, there are people with different perceptions and experiences. You need to understand what he wants and modify (where possible) the way you work. For example, I work completely process-based and need work to be done following laid-out processes. Any deviation will result in reprimand. If you do not want to follow the procedure, you need to come and explain, and only with approval is a deviation allowed, or the procedure itself might permanently change.
For someone not accustomed to our way of working, it's a nightmare. But once you figure out what is expected of you, things are smooth.
This was an example. The manager may have his way of working, monitoring, etc. I know some who are irritated with repeated status updates and others frustrated with the lack of updates.
So, if possible, all of you approach him together with a request to guide you on how you should work. Tell him you want to understand what is expected of you so that you can be more efficient.
Hope that helps.