The only qualification we suggest is that mentees profess to have a relationship with Jesus. If you have a mentee in your group who is not a follower of Jesus, they will quickly turn into the project of the group.
The intent of mentoring groups is to go deep, focusing on practical, actionable takeaways. So, you want all the mentees to be starting from a roughly similar belief system. Otherwise, it’s easy to get lost down a theological rabbit hole. But besides that, it’s perfectly okay to have mentees of varying levels of faith; in fact, it could even be beneficial.