If you believe Ghostwalker and Malcolm Carella, he's not just "mentoring" her.
Talking to Carella was fun, because it's the first time the PCs have seen anybody seriously bad-mouth Jane or her allies. For the most part, I've played up Jane as a helpful role model with a bit of a temper. The players like that she helps out, stays out of their way, and occasionally flips out and kills bad guys.
I enjoyed GM'ing this moment of "Oh shit, who are we really working for?" I've personally removed most of the "Jane as Deus Ex" moments from the DotA series. I've also given the players the impression that Jane is moderately more powerful than them, but not too powerful. Without Jane constantly upstaging them, the team actually likes her.
A few spoilery thoughts: (edit: what, no spoiler tags in this forum?)
Spoilers Ahead[spoiler]In the third installment there is a poorly explained reason why she is limiting her own magical powers. I let the players guess among themselves why she's wearing a personal mana void amulet. They figure it is to avoid the curse associated with acquiring the Sextant.
All this talk of Harlequin v.s. Ehran reminded me of a big misconception I had running DotA. The intro fiction to Dawn, as has been mentioned, depicts a conversation between Harlequin and Ehran wherein Ehran asks if Harlequin would ask Jane to look into the stolen Sextant issue. Given the, AFAIK, still secret relationship between Ehran and Jane Foster I just assumed that Harlequin would leave Ehran's involvement out of it when asking Jane to do the work. So in the final scene of Dawn it is mentioned that Jane gets into the limo with a visibly "middle-aged" but unnamed elf, I just assumed that was Harlequin. Nothing that happened in Midnight disabused me of that notion. Not until Darkest Hour, when it suddenly becomes apparent to me that the authors intended all along that it was Ehran directly working with Jane. Reading Bobby Derie's draft for the follow-up adventures to DotA just confirms that, as Harlequin was supposed to be more directly involved in the follow-up. Anyway, I'm stuck with the players in my game working for Jane and a mysterious elf who introduced himself as Caimbuel and does not wear clown make-up. [/spoiler]