When I was a catechumen, there wasn't an established class at the parish I was at. The priest just assigned someone knowledgable in the parish (Jim) to catechize me. I would read books and do normal stuff (fasting, prayer, etc.) during the week, and then I would discuss various issues with Jim before services on the weekend (that way we were both already at Church). I'm sure something can be worked out for you if you talk to your priest.