Make a space that is just theirs. It doesn't have to be an entire room...it could simply be a shelf or a chair. We have a couple methods of doing this in our tiny space. First, we curtain off the nook that contains our closet.
This forms a little room that fits a cot, a person, a sliver of floor space, and that's about it. Because our closet gets blocked off, it isn't as private of a room as would be ideal. We do our best to remember to get pajamas or the next day's clothes out of the closet before they go to sleep, but sometimes we forget.
We also keep two shelves always available in the closet. Little shelves, but shelves. On one we have survival gear...an ORCA card, keys to the apartment, a canvas lunch bag, and a couple brochures we've picked up from our favorite places.
The second we leave completely empty.
It is the space that is utterly their own. Yes, it is a little thing. A very little thing. But I think it's important.