Bluedream, the fact you're needing to ask what and how to grieve is a red flag, in my opinion. It should just show up naturally in therapy as your feelings for the therapist develop. In therapy, there is usually a transference relationship with the T where you feel the love and longing for the T as the substitute for the loved ones in early childhood. Much later, as this caring and longing is expressed verbally with T in the sessions, it comes to you gradually that you're sad it can't be more and better. Then, disappointment and grief come into the relationship with T, too. The disappointment, grief and some anger are real, but not so much as to overwhelm, or make you get mad and quit. It's T's job to make this gradual and help you deal with this at a pace you can accept, not just dump it on you. Dealing with loss this time around should be a sensitive, easier experience than the first time in childhood that was traumatic and damaging. Grieving in therapy should never be just a re-traumatizing, and the therapist should take responsibility for that.
But just to take on the job of grieving your lost childhood as a memory exercise, won't do much. What if you don't feel or remember what you should have had? Some people were so neglected and deprived that they don't even know what they were deprived of. How can you grieve what you didn't and don't have, and can't remember? If you've never loved, you can't grieve the loss of it. That was my problem, and I had to build a deep transference for my T before I could know what to grieve. I did it through the therapist, not just trying to remember my childhood.
Perhaps you have gone beyond that stage, Bluedream, I'm just guessing. What if all you can recall is abuse and rage? So, I'm not sure how long and deep your therapy has been with your current therapist, but I would say it should have been a long time after much relating with him. It's good at some stage to bring in what did or didn't happen in actual childhood, and maybe that's what T is asking. But it's mainly in the transference with T that grief and loss are deeply felt in a healing way. It sounds a bit like you're being asked to put the cart before the horse.