I have done 2!! The first one at the International Airport in Munich, where the BMW driver training headquarter is, the other one at a racetrack in Salzburg, Austria (2 days)! That at the racetrack is awesome, because they drill you driving as fast as possible, backing up with 40mph doing then an 180° turn, etc. Its a lot of fun and you do not use your own car! I will do anotherone next winter!
Its expensive but worth each cent!