Yudhisthira was known for his dharma but he seemed to have had addiction to dice game and his wife Draupadi was also staked for it. And none of Pandavas opposed it! Did Shri Krishna ever pointed out this wrong doing of Yudhisthira to Pandavas and said they should have opposed Yudhisthira? Do we have reference for it in Mahabharata?
Kṛṣṇa doesn't hold the Pāṇḍavas directly responsible for some of their actions like agreeing to the gambling match in the first place, betting their wife, etc. Instead he blames it all on the ill-effects of gambling and the Pāṇḍavas' misfortune.
Āraṇyaka Parva / Kairāta Parva
311 (Chapter 14)
Vasudeva said, "O lord of the earth! O king! Had I been present in Dvaraka earlier, this misfortune would not have befallen you. O invincible one! Even if I had not been invited to the gambling match by the Kouravas, by Ambika's son and by King Duryodhana, I would have gone and prevented the gambling by pointing out the many evils that result. I would have brought in Bhishma, Drona, Kripa and Bahlika.
For your sake, I would have told the king who is Vichitravirya's son, 'O Kourava! O Indra among kings! O lord! Make your sons desist from this gambling.' I would have pointed out the evils through which you have been removed from your seat and through which, in earlier times, Virasena's son was deprived of his kingdom. O lord of the earth! Whatever has not been eaten up is destroyed through gambling. I would have described how the addiction to gambling lasts continuously. Women, gambling, hunting and drinking are four things that arise out of desire. O king! It has been said that these lead to loss of prosperity. Those who are learned in the sacred texts hold that while this is true of all of them, it can be especially seen in the case of gambling. On a single day, one may lose all one's property. Misery is certain. Wealth that has not been enjoyed is lost. Only harsh words are left.
O Kouravya! I would have recounted these and other bitter topics. O mighty-armed one! I would have spoken to Ambika's son about these effects of gambling. O descendant of the Kuru lineage! If my words had been accepted by him, the dharma of the Kurus would have remained undisturbed. O Indra among kings! O best of the Bharata lineage! If he had not accepted my soft words, which are like medicine, I would have restrained him through force. In similar fashion, I would have destroyed all the courtiers and gamblers, ill-wishers masquerading as well-wishers. O Kouravya! It was my absence from Anarta that led to all your misfortunes from gambling. O Pandu's son! O best of the Kurus! When I reached Dvaraka, I learnt everything about your misfortunes from Yuyudhana. O Indra among kings! As soon as I heard this, my mind was filled with great anxiety. O lord of the earth! I have swiftly come here, in a desire to see you. O bull among the Bharata lineage! All of us are beset with great difficulties, since we find you and your brothers immersed in this misfortune."
(In K M Ganguli's translation this is Ch. 13 of the Vana Parva)
Krishna does not directly point out Yudhishthira's faults, being junior to him like the other Pandavas. But I think he sarcastically mentions it when he pays second visit to the Pandavas with his wife Satyabhama during their exile.
"..... it is for this, you have been named the Virtuous King, O son of Pritha! Having won kingdoms and riches and means of enjoyment, your best delight has been charity and truth and practice of austerities, O King, and faith and meditation and forbearance and patience! When the population of Kuru-jangala beheld Krishna outraged in the assembly hall, who but yourself could brook that conduct, O Pandu's son, which was so repugnant both to virtue and usage?..."
Reference - https://www.sacred-texts.com/hin/m03/m03182.htm
I do remember one instance when Yudhisthira received a good scolding from Krishna.
It is the time when Pandavs were trying to have peace talks before the Mahabharata war and Yudhisthira asked for only 5 villages.
This angered Krishna and he scolded Yudhisthira (not in front of Kaurav's emissary), that being a Kshatriya, begging for land is not dharma.
It was during the "Bhagwat Yana Parva", find reference here.
A long-life Brahmacharya is not, O lord of earth, the duty of a Kshatriya. Indeed, men of all the four orders have said that a Kshatriya should never subsist on alms; victory or death in battle, hath been eternally ordained by the Creator; even that is the duty of a Kshatriya. Cowardice is not applauded (in a Kshatriya). Subsistence, O Yudhishthira, is not possible by Cowardice, O thou of mighty arms. Display thy prowess, and vanquish, O chastiser of foes, thy enemies.