In theory they could have been running throughout the pandemic I think as an organised self-help group. To quote:
'Support groups that have to be delivered in person can continue with up to 15 participants where formally organised to provide mutual aid, therapy or any other form of support. Support groups must be organised by a business, charity or public body and must not take place in a private home. All participants should maintain social distancing'
I'd class a slimming club under those provisions, though don't blame clubs if they closed (or the hall or other place was shut).