Yes, it is absolutely fine to tell her what you want and don't want. It's your treatment and your life and your mind and body. You are the customer/boss, and your pdoc and T are consultants you hire to help you get the most out of it. They might not always agree with your opinions, but ultimately you have the final say.

About the handouts, is that a continuing thing, or could it be part of intake? You might talk to the T about wanting more discussion of feelings and what you want to talk about. You do have rights concerning who you see and the modality of therapy that you receive. If you don't speak up for yourself and your preferences, then who will?