hey mick,
i don't have schizophrenia myself but i do hallucinate when i get incredibly tired or stressed. both my current therapist & psychiatrist have wanted to know what the voices say, and how i respond. usually my voices don't address me (they talk to eachother) but on the rare occassion where they have spoken to me i've asked them to go away and they have been pretty good about it.
i too would feel uncomfortable having to 'perform' in the way your T asked, but i think your T knows you might be uncomfortable about it because he asked you to think about it & only do it if you're uncomfortable. i personally would feel too self conscious to repeat how they were talking & how i responded, but i feel ok just telling my docs in the way i've just shared with you.