I'm a huge fan of DBT myself. Mine is run with group + individual sessions. So group teaches the skills and we practice them through the week. Then in group we go over how that went, get some very helpful, nonjudgmental, feedback. For issues we go to our individual therapist and work with them - so I speak very freely with my T about issues and problems. Group isn't really group therapy, it's skills and individual therapy is when I do actual therapy.

Is yours set up this way?