To bring the subject some meaningful context, I believe it would certainly work to start a topic by first discussing its value. Then I would run through some simple instances. I need to stress that there are no dumb questions, anything to assist a student's comprehension is important. After I've run through a few cases, I want to have the student run through their own example, speaking with me pretending they were the tutor and I was the tutee.
Many studies have actually shown that aiming to discuss an idea you have a little while ago found out assists profoundly in remembering and comprehension. If I'm satisfied with their teaching, I wish to test their critical thinking by giving them a problem based on whatever discovered in the lesson, but with subtle modifications that require the student to actively involve with the work, rather than be on "autopilot".
Homework will certainly be set on the topic talked about (absolutely nothing too extreme), as well as better lessons will be spent addressing exam-styled enquiries before proceeding to the following topic.
Throughout sessions I 'd like to encourage a rather informal, pleasant environment. I have fun teaching, and I hope students have a good time in my training sessions, and an unwinded mind is far better at studying.