There is no such thing as
coaching around, as a unit.
It is a challenge
1. that they are facing at work,
and
it is a challenge
2. around which (about which) they [need / would like] some coaching (training, advice).
So the text is referring to a challenge, and people would be thankful if they had some advice concerning/around this challenge.
around is a very informal way of saying
about, concerning, or
regarding.
CJ