Is there a word that describes when someone tells you to do the thing that you are already doing? It seems there should be a word for that. Or at least there should be a word for it so that you can tell people to stop doing it to you.
In Internet culture, Captain Obvious is a fictitious character inspired from comics super-heroes. His main super-power is the ability to state self-evident facts. The sentence "Thank you, Captain Obvious!" is sometimes used in order to sarcastically thank someone who just stated something evident. Wikipedia
For example, you could reply as follows (if the person we are talking about can take this joke):
A: You need to repair your bike.
B: [obviously repairing their bike] Thank you, Captain Obvious.
It seems unlikely that a specific word for this situation since this context isn't likely to occur under normal circumstances. There are a few related terms, however, and the most seemingly apt is micromanage:
micromanage — 1.To manage, direct, or control a person, group, or system to an unnecessary level of detail or precision.
Wikipedia has a relatively good description of this kind of behavior:
Rather than giving general instructions on smaller tasks and then devoting time to supervising larger concerns, the micromanager monitors and assesses every step of a business process and avoids delegation of decisions.
And suddenly appearing and demanding that someone starting doing the very task they are doing is likely to have similar causes to micromanagement.
Other than this term, the most relevant words are adjectives that merely describe the behavior:
And so on.
I think the verb "to nag" may apply here. It seems to cover your request for a word that describes asking someone (probably repeatedly) to do something.
Full Definition of NAG intransitive verb 1: to find fault incessantly : complain 2: to be a persistent source of annoyance or distraction transitive verb 1: to irritate by constant scolding or urging 2: badger, worry
The only issue with "nag" is that it can apply whether or not someone is doing the requested task. Of course, if the person is already doing it, they would be upset that they are being asked to do something they're already doing. On the other hand, if they aren't already doing it, they may still be upset about repeated urging to do it.
A similar word is "to badger": http://www.merriam-webster.com/dictionary/badger
I think there is some good terms already given for someone who is repeating themselves but they don't really portray the action of repeating while the person is doing the action.
The term that conveys this is ride. Also the phrase riding [your/their/his/her] ass.
Mom: Are you cleaning your room?
Kid: Can't you see that I am?
Mom: Well it only gets done if I am riding your ass.
While redundant and superfluous can both apply here, neither of them means specifically this. Nagging (and riding) someone about something mean specifically repetitive requests, but both can be ineffectual ("No matter how much she nagged, he never cleaned is room.") Micromanaging is telling in excessive detail, but is still the right word when done in advance.
The neologism mansplaining covers a few different things, including this -- but many of them have to do with explaining something that not only does not need to be explained but which the listener clearly already understands. (It has gendered etymology, but it can be used regardless of the gender of the subject.)
A pep talk is sometimes a form of this. Nominally it's just an encouragement, but colloquial sarcasm has it used also when encouragement is not needed, and of course that encouragement may be to continue doing what you're doing.
I do not know of a word that means only precisely what you describe, but perhaps there's one we can borrow from German.