Collecting demonstrations enriched with fine-grained tactile information is critical for dexterous manipulation, particularly in contact-rich tasks that require precise force control and physical interaction. While prior works primarily focus on teleoperation or video-based retargeting, they often suffer from kinematic mismatches and the absence of real-time tactile feedback, hindering the acquisition of high-fidelity tactile data. To mitigate this issue, we propose KineDex, a hand-over-hand kinesthetic teaching paradigm in which the operator's motion is directly transferred to the dexterous hand, enabling the collection of physically grounded demonstrations enriched with accurate tactile feedback. To resolve occlusions from human hand, we apply inpainting technique to preprocess the visual observations. Based on these demonstrations, we then train a visuomotor policy using tactile-augmented inputs and implement force control during deployment for precise contact-rich manipulation. We evaluate KineDex on a suite of challenging contact-rich manipulation tasks, including particularly difficult scenarios such as squeezing toothpaste onto a toothbrush, which require precise multi-finger coordination and stable force regulation. Across these tasks, KineDex achieves an average success rate of 74.4%, representing a 57.7% improvement over the variant without force control. Comparative experiments with teleoperation and user studies further validate the advantages of KineDex in data collection efficiency and operability. Specifically, KineDex collects data over twice as fast as teleoperation across two tasks of varying difficulty, while maintaining a near-100% success rate, compared to under 50% for teleoperation.