You might want to use the Appointments feature to schedule small group classes. This is the recommended setup if your small groups don't have a consistent schedule.
Create a 'Small Group' appointment type. Best practice is to not have a different price structure for 2 people in the group vs 3 people etc. It will get too complex to explain and manage. Best to select a set price for 2-5 people for example. And have a separate appointment type for 1-on-1's
For each session you put on the appointment schedule, you will have to add it for each person in the group, essentially double or triple booking that coach for that session. This will be easy to manage as you can pull members in and out of the booking, refund, cancel, check-in on a per member basis.