The purpose of this reflexive action inquiry was to explore the perceived authenticity (or lack thereof) of doctoral-level research methods instruction. The idea for a collaborative self-study emerged organically as a byproduct of a voluntary, year-long research apprenticeship in which two of the authors were engaged, following coursework in both quantitative and qualitative research methods. The apprenticeship was facilitated by the first author, a faculty member and methods course instructor. The importance of cogenerative dialog as an organizing process for methodological mentoring emerged as a central finding when the authors collaboratively examined cross-case themes common to their autobiographical statements about and reflections upon learning to "do research". The study's results show how and why cogenerative "mentoring"--as distinct from cogenerative "work"--goes beyond typical experiences in research methods courses, assistantships and even dissertation work. Using this form of mentoring may help doctoral students to experience methodological learning in more authentic and effective ways.