Mentors are great people but they are not perfect? Even the best mentor may fail to listen as well or may tend to control the session more than is necessary. I often get asked by mentorees in my training sessions as to how to deal with such situations. Here are my thoughts.
The first thing to acknowledge is that there is a power dimension in mentoring when you are mentored by someone in your company who is one or more levels above you. This does color how you approach and what you say to that person. What I recommend is to be proactive and in your first discussions with your mentor to suggest that both of you share how each would like to be approached by the other to provide feedback on the relationship to make it more effective.
Some people prefer the direct approach while others prefer more subtlety but by asking in advance you set an easier stage for you to address the issue. I recommend you begin by saying to your mentor: "When we first met, we both agreed on a process to follow in sharing information about how to enhance our relationship, I'd like to use that process with you either now or at our next meeting."
If you haven't set this up at the beginning of the relationship, you can always do so by suggesting/asking your mentor that the next time you meet, you'd like to review what's worked and what hasn't and get the same feedback from your mentor. Once you've got that agreement to have this discussion, I would ask that in preparing for the meeting, what is the way the mentor likes to received feedback and then share how you would like to receive feedback.
Doing this will provide a better process to share the information that needs to be shared in order to make the relationship work better for you. If this approach doesn't work then I would recommend speaking to your program manager to get advice on other approaches s/he may suggest.
It's not always easy to approach a mentor with feedback they may not like to hear but mentoring is about taking risks and doing so can provide you with valuable experience in how to meet a challenge.