Flying RT to/from Bilbao doesn't make as much sense as doing a "multi-city" flight itinerary. We did this tour in May. We flew to Paris, where we stayed for 5 nights, then took the TGV to Bayonne (4 hours, direct) and were able to walk from the train station to the tour hotel (easy walk to Hotel Villa Koegui, if that's the same hotel). We liked not having to deal with the hassles that accompany air travel, especially for such a short distance. So much easier to get to Gare Montparnasse in Paris to take the TGV, and we didn't need to worry about our luggage not meeting up with us, which is always a risk on a flight.
Alternatively, you could either fly or train to Biarritz to spend time there before the tour. Biarritz is 1 or 2 more train stops after Bayonne. Or you could spend those pre-tour days at the same Bayonne tour hotel (which is what we did) and visit Biarritz on a day trip.
If staying in Paris is not of interest, you could just transit through CDG, then fly to Biarritz that same day (or stay at an airport hotel near CDG in the event that the Biarritz flight is early the next morning). There aren't many flights from Paris to Biarritz, which is why you might want to consider staying in Paris for a few days to get over jet lag and taking the TGV instead. I realize you might not be able to devote additional days to your trip, however.