Wine tasting/Cooking class in Spain

The wine regions I visited were centered around Valdepenas, Vitoria, Ribera del Duero and Jerez (sherry). Of the four, the only places that offered drop in public wine tasting/tours were in Jerez. The other places required a day or two notice for a visit.

About twice as far from Madrid as Segovia is Penafiel (toward Valladolid). There is a nice castle there, admission includes admission to the wine museum in town. I didn't visit that wine museum but imagine it's most likely similar to the one I visited in Valdepenas - built on a former bodega and includes a wine bar to try local wines. That may be your best bet.

Another good idea would be to skip the expensive wine tours and simply ask at the bus station. Every station has an information desk with an English speaker to help sort out your options. I noticed quite a few day trip type tours that ran from the bus stations (and I'd guess they're really affordable).

You can also ask at a Tourist Information center, but may be back to the more expensive guided tours.

1.) How 'connoisseur' are you?, most visitors are happy visiting wineries in the likes of this but for more experts I'd advise smaller more 'homely' wineries

2.) Cooking classes in Barcelona, here you have some places you can do that:
http://www.aulagastronomica.com/
http://www.bcnkitchen.com/en/
http://www.barcelonaculinaria.es/
http://www.tallerdecocinasabores.es/

When booking, insist you want a course on Catalan cuisine, because courses are also taught for other world cuisines. Courses are normally taught in Catalan, Spanish or English depending on the course. Some of them even take you, as part of the course, to the food market to get to know where and how many Catalans purchase their fresh food.

For a walking tour or tapas crawl in Madrid, I recommend my friend, Nygil Murrell of http://www.madridtandt.com/, who may be available during the end of your above dates (but I see that he is booked with Rick Steves for the start of your trip).