Limit the size. I have mentored women and been ministered to most effectively in groups of two to six people. My Campus Crusade Action Groups in college and my one-on-one discipleship appointments in a local ministry fit the style of a quiet woman like me. I do attend noisy "small" groups of 25+ people and learn a lot by listening, but I rarely get a chance to say anything of a personal nature. It takes me an eternity to warm up to a crowd and be known by them.
Aim for balance. Knowledge is a two-way street, and we need each other in the endeavor. I want to be more open with other women so that they understand me as well as I know them. I learn more of how to show love to others when I learn more about them and vice versa.
Keep it Christ-centered. There is some value in learning that another woman loves shoes or ice hockey, but discussions with others must go beyond what non-Christians talk about. Studying God's Word or a Christian book together helps us to focus on the truth about God and to see ourselves in the right perspective. One book I use is Legacy of Faith, From Women of the Bible to Women of Today by Lydia Brownback (ISBN 978-0875520049). This publication shows that modern women face the same sort of trials and temptations and can flee to the same God for grace as the women mentioned in the Bible.
Participating in small groups, with their care and nurture of individuals, can help Christian women see that they are more than a number in God's eyes. This process of knowing and being known happens for the ones giving mentoring and ministry as well as the ones receiving it.