What kind of facilities are there at the gym? Our dance recital is held at a local high school auditorium, and we have a LONG day (we have to show up at 9 for the 10:30AM show and the second show doesn't end until about 9:30PM). A number of the Moms bring dinner in the crock pot in the morning and plug it in for the whole day (there are plugs all around the cafeteria and lobby that we use for dressing areas), they bring things like stew, chili, etc in the crock pot and coolers with other things. My personal favorite for the cooler is a rotisserie chicken and some pasta salad

Some of the other moms also bring their small portable size propane grills with them and tailgate out in the parking lot in between the shows. Maybe that would be an option for your group?