How Might The Pedagogy Of A PhD Supervisor Differ From That Of An MSc Supervisor
I think that one of the largest differences between advisement of a PhD student and a MSc student is found in what the end goal of the degree in question is. 

In my field (Math/CS), most MSc students are trying to augment their undergraduate education with a bit more experience and higher level topics. It is an extension of the undergraduate education. Yes, there is a research component, but that is not usually the main focus of the degree in my opinion. The focus is more on application of advanced concepts in an existing sphere of solutions. 

On the other hand, a PhD student needs to learn to be an independent researcher. They need to be able to develop new and novel techniques, all with decreasing levels of guidance as they progress through the program.

Advisement of the respective degree programs would follow what I have outlined above. A MSc student should be aided in augmenting their existing knowledge; a PhD student should be guided towards independently led research.