I pretty much always tell him if he screws up. Once in awhile he will have a moment of defensiveness, but he generally steps back and sees it from my point of view fairly quickly. In general I remind people if I am worried they will forget something, partly because my own memory is not always so fabulous so I appreciate reminders. I like to give people enormous amounts of slack when it comes to forgetfulness. (I would also be a little bit different in not wanting my therapist to decide what we would talk about from week to week, so I would be more eager to set my own agenda rather have to rely on him to bring something up.)

I hope you can bring it up and that it will work out well for you!

Just editing to add- you asked for ideas of how to handle this. If my therapist has hurt my feelings, I generally say "last week something you said hurt my feelings", or I might say "I felt sad/angry/disappointed when you did x". This has worked out well for me, but I do also think my therapist tends to be a little more open to hearing when things go badly than perhaps some therapists might be.