don't know how big your group is, but a lot of the cooking stores/schools will set up a custom class for a big enough group, hire an instructor, let you use their facility, & split the cost per student. in addition to kitchen window & cooks of crocus hill, mentioned above in KTFoley's post, there's let's cook in ne minneapolis. unlike coastal seafoods, the cooking schools often are licensed to supply wine!
i haven't taken the sushi class at tanpopo but the restaurant is one of my favorites too.
Nils at Coastal Seafoods does a great job. I took his Sushi for beginners and Sushi advanced, got to try new things and learned a lot. They are generally weekday evening classes at the Minneapolis store. Caveats: you're in the kitchen of a working fishmongers, and if the women's night out calls for a glass of wine you'll need to do that elsewhere.
Other than that, I have had good experience with classes at Kitchen Window in uptown Minneapolis and Cooks of Crocus Hill.