As a LFI - 1 grad, I say:
1. The legal part is definitely worth it.
2. The shooting part is interesting but not intense if you have some shooting experience. Even a beginner should have little problem if you relax. I shot the course with one arm in a cast and with my dominant hand and did reasonably well.
About the guns: Can you ship them to an FFL nearby? Ayoob might know one. That might cost but avoids the issue. Similarly, can you rent one there? Some folks have done that in courses, I've been too.