Taken more literally, Dill is like a mockingbird in that he flits in and out of Scout and Jem's lives since he visits them only during the summertime (while he is staying with his Aunt Rachal). His cheery disposition and constant twittering (always telling stories and "stretching the truth") brighten up their lives considerably. The only exception is the one time he ran away from home and hid at the Finches (Incidentally, also the name of a species of birds) until found out.
In the symbolic context of the novel, though, I don't see Dill as being a proper example of a mockingbird since he is not really a victim in any way. He doesn't suffer from the brunt of prejudice as Tom Robinson and Boo Radley do - they are the true "mockingbirds" of this story.
As for Dill's loss of innocence, that is another question altogether.