Ease Me In (The more guarded approach):
I have some issues that I would really prefer to discuss with a [man/woman]. I noticed you have a [male, female] [nurse, assistant, other doctor in the practice] here. Can I talk to them first?
Just Give It to Me (The no-nonsense tactic):
I don't want you to be offended, but I feel really weird talking to you about this. Not because you're not a great provider, but because I really would prefer to talk it over with a [male/female]. Is there another provider you could recommend?