Definitely do take the optional market tour beforehand. It is a fascinating market and I got a real kick out of actually shopping there (or rather watching our chef do so) rather than just ogling it as a tourist.
Initially I was a little concerned that the cooking class would be more watching the chef demonstrate rather than cooking ourselves but I was wrong. Our chef just explained what needed to be done and asked for volunteers. We were reluctant at first but were elbowing each other out of the way to take a turn by the end. It was a lot of fun and the food we cooked was very tasty as the ingredients were first rate and he made sure we didn't screw things up too badly.
My only complaint (and it is a minor one) is that, of course, one of the dishes we cooked was paella. I don't think I'll ever be able to make this properly at home because I don't have the right sort of heat source. I'd rather have made something else than I can cook on a home stove.
In short, highly recommended.
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