What is a "confidence maneuver"?
As quoted from the entry in the Pilot/Controller Glossary:


  CONFIDENCE MANEUVER− A confidence maneuver
  consists of one or more turns, a climb or
  descent, or other maneuver to determine if the pilot
  in command (PIC) is able to receive and comply with
  ATC instructions. 


This could be useful if the controller suspects a hijacking, hypoxia, radio failure, or other situations that would compromise reception and execution of ATC instructions.

Perhaps the best example of an implementation of this would be when ATC suspects a partial aircraft radio failure; a confidence maneuver vector might enable ATC to determine that the pilot was still able to receive instructions, though aircraft radio transmission might be compromised.