If you build your relationship with the doctor through shadowing, you will feel eventually feel comfortable asking him for advice when it comes to your applications/interviews/career. He is already "mentoring" you if you are shadowing him and learning. I think it would be kind of awkward to ask the doctor to be your mentor, when he essentially already is. There's no need to put a label on your relationship. Build your relationship, be intrigued, ask questions. Make a good impression in the office that you work in. You will feel comfortable soon enough to ask him for other advice.