Using Mockito to stub and execute methods for testing

You are confusing a Mock with a Spy.

In a mock all methods are stubbed and return “smart return types”. This means that calling any method on a mocked class will do nothing unless you specify behaviour.

In a spy the original functionality of the class is still there but you can validate method invocations in a spy and also override method behaviour.

What you want is

MyProcessingAgent mockMyAgent = Mockito.spy(MyProcessingAgent.class);

A quick example:

static class TestClass {

    public String getThing() {
        return "Thing";
    }

    public String getOtherThing() {
        return getThing();
    }
}

public static void main(String[] args) {
    final TestClass testClass = Mockito.spy(new TestClass());
    Mockito.when(testClass.getThing()).thenReturn("Some Other thing");
    System.out.println(testClass.getOtherThing());
}

Output is:

Some Other thing

NB: You should really try to mock the dependencies for the class being tested not the class itself.