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However, this personalization often targets what support is provided, not how it is experienced. Even well-matched content can fail when the interaction format misaligns with how someone can engage. We introduce generative experience as a paradigm for DMH support, where the intervention experience is composed at runtime. We instantiate this in GUIDE, a system that generates personalized intervention content and multimodal interaction structure through rubric-guided generation of modular components. In a preregistered study with N = 237 participants, GUIDE significantly reduced stress (p = .02) and improved the user experience (p = .04) compared to an LLM-based cognitive restructuring control. 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