How to set up a cron job that runs for a specific rule?
What I really need is the Session component to run every hour and the Event component to run every 15 minutes?

According to your screenshot, it seems you're only running Cron once a day, so even having a shorter schedule than that will not work unless your Cron runs at those needed intervals.
Re-configure your crontab to run at the shortest interval needed. In your case this will be 15 minutes. The configuration of each of those schedules should still ensure that whichever cron hook is only run at the specified times.