Work-related musculoskeletal disorders (WRMSDs) are the most reported work-related health problem in the European Union, representing an economic burden equivalent to 2% of its gross domestic product. Awkward postures are one of the main risk factors. Several postural assessment tools try to identify ergonomic exposure factors for evaluating WRMSD risk, yet these are commonly based on observation. Replacing observations with objective measurements can bring more accuracy and reproducibility to this analysis; hence, a direct measurement approach for the assessment is desired. This review looks for two-fold solutions, able to not only monitor workers’ posture using inertial sensors but also to return that information to the user, in a biofeedback loop. It presents systems for posture risk assessment, regarding ergonomic methods, sensors’ and actuators’ characteristics, and validation protocols. In particular, this review advances previous manuscripts by exploring the literature regarding different biofeedback strategies and ways to encode meaningful information in the cues, i.e., able to deliver intuitive ergonomic guidance so that the user becomes aware and changes into a more neutral posture. The combination of inertial sensors and vibrotactile motors stood out, due to its effectiveness in reducing postural risk. Directional feedback to guide users’ segments individually was found to be a promising strategy, although its validation is still limited. The results of the reviewed manuscripts pointed out the relevant practices, potentialities, and limitations of the existing solutions, allowing the identification of future challenges.