We dissected as we went as well (not sure how other schools would approach it, honestly!) and learned at the same time. For my group, and one amazing friend in particular, we went back after lab hours and re-hashed everything we'd already learned/dissected. For me, having someone quiz me (point and shoot, essentially) was so helpful. Just go around and around and keep going until it rolls right off the tip of your tongue. We already knew the structures from lab so we didn't have to dissect out new stuff without a professor around.
As for asking for help...I ask for help on a daily basis, many times per day. Sometimes it's just getting another vet's opinion, sometimes it's "I have no idea what this is!!" And guess what? The vets who've been working for 20+ years ask each other for ideas and help all of the time! It makes me feel great when I can repay the favor.
I know it's hard transitioning from undergrad where many vet students were the top of their classes, but vet school humbles you quickly, and the less you resist, the better for it you'll be. Never be afraid or ashamed to ask for help - if you're anything like me, or even the seasoned vets I work with, you'll be doing it for a while yet