Devour Madrid is tour company that provide a variety of Spanish food and drink focused tours. They also run tours in Barcelona, Seville, San Sebastián Lisbon, Paris and Rome. I have not been on any of their tours but I’m told they’re very good and support local businesses.
What I have attended is their monthly wine tastings. These are a bit of a side line for the business started by one of the owners because they love wine. However they have proved very popular with the expat residents in Madrid as they are one of only two wine tastings easily available in English.
The tastings are advertised on their Uncorked Wine Tasting Meetup page as opposed to the Devour Madrid website and they are held in their tasting space at Calle De la Torre Lila del Leal. They can hold up to about 18 people there and host two a month at a cost of 20€ per person for which you get to try 4 wines.
Uncorked Wine Tastings often follow a theme, so you get a mix of wines as opposed to a focus on one bodega. All wines are Spanish. Recent themes include: Itsy Bitsy Bodegas, Scary Wines (for Halloween), Vinos De Madrid, Atlantic Wines and Big Ass Reds.