My t had me do progressive relaxation techniques only a few sessions after I met her. I had to close my eyes and she watched me. It was very difficult as that trusting relationship had not yet been fully established. If she asked me to do the same activity now (over a year later) I would be completely comfortable with it.

I wouldn't write off mindfulness. I have found some of the mindfulness activities to be incredibly helpful. However, it takes practice. (Just like perfecting a swim stroke ) Perhaps as others have suggested, try some on your own where you don't have the pressure of someone watching you.