We shift the paradigm of feedback control from the control of quantum states to the control of phase transitions in quantum systems. We show that feedback allows tuning the universality class of phase transitions via modifying its critical exponent. We expand our previous treatment [Ivanov et al., Phys. Rev. Lett. 124, 010603 (2020)PRLTAO0031-900710.1103/PhysRevLett.124.010603] of the Dicke model and go beyond the approximation of the adiabatically eliminated light field. Both linearized and nonlinear models of spin ensembles are considered. The tunability of quantum fluctuations near the critical point by the feedbacks of nontrivial shapes is explained by considering the fluctuation spectra and the system behavior at single quantum trajectories.