As important as it is to work on small passages thoroughly to learn a piece or an etude, you must also try to perform your piece from the beginning to the end without stopping just as you would in concert before your lesson. You don't have to be perfect so you can leave the notes that you miss without interrupting your performance to "correct" them. This will also allow you to build the physical and mental endurance to play longer pieces and concertos.
See your lesson as a performance and prepare it like a solo concert. If the piece or etude is too long and you didn't have time to learn it entirely, prepare half or part of it but do it really well. It's better than having the whole thing all shaky and sloppy.
I am associate principal horn of the Singapore Symphony Orchestra and the author of the progressive methods. I'm happy to share my experience as a horn player and teacher with you.