I remember you posting something about doing a yoga class, do you have any tips on how to come out with your held high?
Actually one just opened down the street from me and once I finish this weightlifting goal I'm going to do a 2 week trial there. Just relax and keep your mouth shut. Most of the people in there will be out of shape women anyway, so you won't do half bad. Muay thai and jiu jitsu can go a long with with your flexibility already.
As for being embarassed, just glare menacingly at anyone thinking about judging you.