When viewing a mentee's overview gradebook, the course name shown in the gradebook is a link, however it links to your OWN course results, not the mentee's who you were viewing in the gradebook.
I have modified the code in /grade/report/overview/lib.php LINE 116 FROM:
$courselink = '<a href="'.$CFG->wwwroot.'/grade/report/user/index.php?id='.$course->id.'">'.$course->shortname.'</a>';
$courselink = '<a href="'.$CFG->wwwroot.'/course/user.php?id='.$course->id.'&user='.$this->user->id.'&mode=grade">'.$course->shortname.'</a>';
and this now links to the mentee's results for the particular course you click on.