I may be being really stupid here but I can't find 'my shows' only shows that I have recorded or planned recordings under 'saved'.
I have tried what you said start recording on main box then try to start from the mini box but when I try to start watching from where I left off I get the option to watch live or from the start. Both options do as it says on the tin. Watch live starts from where the broadcast is (not where I left it downstairs) and watch from the start simply starts the programme from the beginning.
Newapollo's my shows reference was to V6, first thing you need to check is both boxes are set to Fast start or Active start in Settings, System. If you want to continue watching on the mini box you need to press record on the main box before you can continue watching on the mini box.