Jack
Use a pair of tweezers to remove a gill (preferably one running from stipe to cap edge). Then if you take a slice from the gill edge about 2mm wide IT'S TOO BIG

I usually aim for 1mm. Cut this slice into sections and again the smaller the better and then separate these "bits", mount and squash. If miss out the last parts and just mount the gill edge you can usually see the overall structure. If you are wanting to see individual cystidia the smaller the piece of material you use the easier it is to separate without the risk of the features being squashed out of existence.
Mal