When my wife and I first visited Budapest a couple of years ago I came across an opportunity to take a cooking class. It looked interesting and we signed up for it. It was a high point of the trip. Since then we have taken cooking classes in Madrid, Budapest (again), Prague, and San Juan, Puerto Rico. The classes have been in kitchen classrooms, the instructor's home, and once in small neighborhood restaurant. We have enjoyed them all. We learn about a new food and spend a lot time talking one on one to native about many things besides cooking. These classes have been high points of the trips.
I have found the classes by Googling "cooking classes" and city name.