Here are some comments that might be appropriate and helpful for when he's being "bossy." Must be delivered with good cheer.
"Come on now, I'm hear to play, not to get lessons."
"Perhaps we can go over that later--in the middle of a tune (or session) is not a good time."
"Here, I'll swap instruments with you so you can do it that way."
"I won't instruct you if you don't instruct me--I bet we'll both be happier that way."
Ideally, these would be follow-up reminders after a private chat. I would use a lighthearted, joking-but-slightly-scolding tone. Hurting his feelings won't do any good, but neither will having the sessions spoiled for you.