The best introduction to the usage of proof assistants in mathematics that I'm personally aware of is Cameron Freer's website vdash.org. That website also links to a few resources, including the home pages of Freek Wiedijk and John Harrison, which briefly describe the usage of proof assistants in proving mathematical statements.
Unfortunately, the usability of current proof assistants seems to be extremely primitive, so introducing them in a math graduate course is going to be a challenge. You may wish to take your question to the vdash google groupvdash google group and/or the FOM mailing list, where some might be able to provide you with useful suggestions or unpublished lecture notes.