I don't know if you already know the area at all? I'll briefly note all the groups and nurseries I know of, and perhaps it will be of some use.
Monday: Gilmorton Little Singers in morning. Adventure Gym at Walton village hall in morning. Little Sparklers toddler group in afternoon in Lutterworth.
Tuesday: Wriggly Readers at Lutterworth Library.
Wednesday: Toddler group in afternoon in Lutterworth. Boogie Bods music group in afternoon in Lutterworth. I think this is also the toddler gymnastics day at Lutterworth sports centre (but might be wrong).
Thursday: Toddler group in morning in Lutterworth. Also parent and toddler swimming in Lutterworth in morning.
Friday: Jo Jingles music sessions in Lutterworth in morning. Toddler group in Lutterworth in morning.
I haven't given full details of these, as it would take for ever, and you should be able to track them down via the health visitors/library/asking around or asking me again!
There are other groups in other surrounding villages, including N Kilworth, I expect, but those are the ones I know of. I'd hesitate to say which were good or bad, as reactions to them vary so much according to what you're looking for. N Kilworth has, I think, got its own pre-school (might be wrong there), so no doubt they can tell you (or the school can) if there are any things very local to you. I know there's something on at some point in Walcote, for example. And you would not be too far removed from the Market Harborough groups, which I have on good authority are generally very professionally run!
Nurseries: JJs in Welford springs to mind as being close to you. Lutterworth has four main ones: the Day Nursery, St Mary's Montessori, Little Rainbows pre-school (also takes toddlers), and Bitteswell Montessori. Again, would hesitate to give opinions.
Hope this helps a little....