I think it would be helpful to ask your T to explain the process and what she's doing. It shouldn't feel like something that's being done 'to' you- you should know what's happening. Is she using the DBT handouts which explain the skills? Do you have the skills book you can follow with her?
Is this T acting as a skills trainer or your individual therapist, or both?
If your sessions consist of skills training, is she naming the skills? 'Breathing' is just one component of mindfulness and I found it was only really helpful when understood in the context of mindfulness.
As for the 'good' stuff

... Skills training has four modules- mindfulness, distress tolerance, emotion regulation and interpersonal effectiveness. It regards mindfulness as the core skill set, so it begins with mindfulness and comes back to mindfulness in between each module. I found distress tolerance the most immediately helpful, and emotion regulation the most helpful over the longer term. The order of the other modules isn't very important, so once you've got the manual you can identify which module you think will be most helpful and request to start there.
Ask T to tell you what's going on- you should be an equal partner in this work!