Congratulations, and I mean that sincerely, you have reached the stage in your understanding of English grammar at which you know more than your teacher. At least in the matter of parentheticals. Where to place a parenthetical is a matter of style. Since parentheticals by definition are asides, interruptions in the main flow of a sentence, they should be set off by the appropriate punctuation, of which you have three choices -- commas, parentheses, and dashes. For your short, four-word aside, commas are appropriate. The determination relies on the length of the digression, the closeness of its sense to the sentence, and its own internal punctuation. Your style guide -- either the one you've chosen or the one thrust upon you -- will have an appropriate discussion. I favor The Chicago Manual of Style, which has numerous examples of parentheticals in mid-sentence.
To expand on your example, suppose you had written
This sentence of death, to me at least, seems fine as is.
Here, as a matter of style, the interruption after the stark nature of the sentence in question, heightens the anticipation of your readers as they look forward to your judgment on a capital case. And that judgment belongs to you as the author, not to some list of rules handed out in English class.