There is no right way to go about it. Too much can be a turnoff for customers and will result in them disconnecting, too little and they’re wondering if you’re making any progress at all. I personally like the more frequent informal contact with periodic formal updates.
Keeping with respecting the customers time concept, the updates must be meaningful and relate back to their business needs, not related to gory details of execution. Consider a daily dashboard with a series of weekly reports. Creativity vs. Execution: Good project delivery creates a line between creativity (design) and execution (plan).