I generally welcome and seek criticism, if not directly then indirectly by gauging reactions and adjusting my behavior if necessary.
I agree with @Llyralen , when it's someone I care/look up to/love/admire and generally are close to, I prefer if their criticism (even if blunt) comes with some validation, because it's easy for their opinion to unravel in a full episode of self-questioning and feeling like everything is wrong. Sometimes this is a good thing, other times it's bad. However, if someone is being polite just to manipulate my feelings, I'll know, thought it may not matter in the end.
I happen to be surrounded more by T types, family and friends and I've come to accept that their form of validation many times is not by being vocal, but just the mere act of choosing to associate/socialize/spend time/ etc with me. I think this is a challenge between T and F communication that often leaves many Fs feeling unsatisfied and Ts confused. In my experience, unfortunately, TJs tend to be far less sensitive and use speech that is more abusive, because they want their will to be done and a usual route for this is to hit where it hurts specifically. TPs will do this only when they're super mad, in my experience.
The times I get annoyed by criticism is when the person comes to me from their subjective point of view, and having little to no will to actually understand mine and make constructive criticism. 99% of the time, these people are Js and they just want to have control, either directly to achieve their goal or to just make sure there's no divergence from what they view is right.
The most caring and constructive criticism I've received so far has been from NTPs and my ESFP friends, and they're not always polite about it, but it works. My TJ family members on the other hand.. nope. So I guess it boils down to perspective.
I did have an ETJ classmate in college who was pretty good at this tho, I don't want to say all Js will always suck at this for me, but perhaps because of the dynamic of our personalities it is rare for this to work well.