Yes, exactly. Mentorship is about guidance, not hand-holding. It is about asking questions the inexperienced employee may not have thought of on their own, but also letting them find the optimal solution on their own.

For example, if they are designing a backup solution for the first time, asking them "what will the system do if the backup media is full?" is good. Telling them what it should do when full is bad. By asking the question, you're basically teaching them that there should be a contingency in case of failure. From there, a discussion on possible solutions can take place, where the mentor once again guides the employee to figure out the pros and cons of each approach.

That said, I'd never knowingly let people fail. Even without that, any good professional will have plenty of failures anyway. If they don't, they are playing it too safe and aren't learning some important lessons, and it might be time to assign them more challenging projects.