It's difficult to answer this question as the role of small groups is not addressed in the Westminster Standards or our Book of Church Order. My first piece of advice, then, is to take your question to the overseeing session. Why does your congregation have small groups? What is their role, and what level of transparency and accountability is expected of the participants? What are participants told to expect? If the session has not thought through these matters, now is a good time to start!
Speaking for myself, my initial advice to this man might be "Share nothing!" As you put it, can I really tell him to share everything knowing that doing so might not be in his best interest because of sinfulness of well-meaning people around him?
I believe matters of serious spiritual concern are best entrusted to trustworthy Christians. While any member of your congregation might indeed be trustworthy, one should determine who those people are before running the risk of tempting a weaker brother to sin by gossiping. At the same time, we already have a clearly identified body of trustworthy, spiritual men in the congregation: the elders! I always advise going to an elder unless one has already found and tested another reliable spiritual confidant. Moreover, elders have the wisdom to give sound Biblical advice which not all members of the congregation might have.
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