Use a keystroke visualiser! Especially when you're demonstrating complicated keyboard shortcuts. Just be careful not to expose any sensitive data such as user password from login form, etc. All major operating systems are shipping with built-in keyboard viewer solutions out of the box. However, in our experience, specialised tools like, for example, KeyCastr work better in a remote pairing environment as they provide a more focused view by displaying only one single keystroke at a time.