What you are suggesting is a golf school. If that the route you want to take, I think you can find one that you both can do at the same time. They’re set up to handle people of different skill levels and they go over every aspect of the game.
Baseball was always the best because it was the one that could be played most like an actual game. Not one of the defense optional exhibitions. Plus, before inter league play, it was the only time other than the World Series where the players from the two leagues played in the same game