Technologies have become an integral part of physical activity. Yet, the majority of popular programs do not focus on promoting a genuine understanding of how sport affects our bodies. As apps and trackers persuade users to exercise more, lack of body awareness can be detrimental to health. In this work, we propose and evaluate the concept of in-session reflective feedback as a means to support informed exercise routines by design. We designed and implemented REPLAY, a system which presents users with a visualization of physiological signals (heart rate, movement) from body-worn sensors during high-intensity interval training (HIIT). Our evaluation showed that participants gained a better understanding of how their body reacted to physical activity, allowing them to understand its effect and recognize own weaknesses. Further, our work demonstrates how the type of feedback can significantly moderate a user's perceived exhaustion. We highlight how in-session reflective feedback using bodily signals can promote healthy and effective workouts through creating a deeper understanding of one's own body physiology and limits.