Benjamin Millepied says there is no better mentor than George Balanchine. Even though he never worked with the master, just dancing and watching his ballets has given this star dancer what he calls “an incredible education.”< Millepied is now applying those lessons to ballets of his own creation. His works have been commissioned by the Paris Opera Ballet, American Ballet Theatre, Pacific Northwest Ballet and the Dutch National Ballet. This past spring, he created his first piece for New York City Ballet, “Quasi Una Fantasia,” which premiered at the company’s gala. Described by the New York Times as Millepied’s most accomplished work, this mysterious ballet will slide into the Saratoga Performing Arts Center this week.