In addition,
Replacement Max made this cake.
Who made this cake.
"Who" replaces the subject "Max". There's no need for DO-insertion. "Who" hasn't moved anywhere. It remains in the subject position. The same holds true for objects. If the WH-word stays in the same position as the noun it replaces, then DO-insertion isn't necessary:
Replacement
Max made
this cake.
Max made
what?
Let's look at what happens when a WH-word is moved out of its position.
DO-insertion
Max made
what? <replacement; grammatical>
What Max made? <WH-movement; ungrammatical>
What
did Max make? <DO-insertion; grammatical>
Here's the rule: DO (i.e., do, does, did) is inserted iff the WH-word (e.g., what) is moved to the head of a clause that functions as a question. (See note, example 4. below)
Now let's look at the reason these are ungrammatical:
1.
What you liked about the course and
what you didn't?
2.
What did you like about the course and
what you didn't?
In 1., "What" represents the verb's object;i.e., You liked
what about the course?, and that WH-word has been moved, which means that DO-insertion is needed. Note that, DO-insertion is needed
directly after the WH-word, as in 3. below, not after the subject as in 1. and 2.:
3.
What did you like ... and
what didn't you like ... ?
1. What [did] you liked about the course and what *
you didn't.
2. What did you like about the course and what *
you didn't?
===
Note, the following structure doesn't require DO-insertion. It's perfectly grammatical without inserting "did":
4. Say
what you liked about the course.
The reason being, 4. is
not a question. It's a statement.

The rule for DO-insertion holds that DO is inserted iff the WH-word is moved to the head of the main clause. In 4. "what" moves to the head of its own clause, not to the head of the main clause. It doesn't head the main clause. The imperative verb "Say" heads that clause.
As tdol mentions, you can insert DO in structures like 4. but its function or role is purely emphatic. In 5. below, "did" is not connected to the main verb phrase (i.e. "Say"). And the reason it follows the subject "you", and doesn't come directly after the WH-word "what".
Emphatic "did"
5. Say what
you did like about the course? <main verb: imperative "Say">
DO-insertion
6. Say,
what did you like about the course? <main verb: like>
Hope that helps.