I completely agree with Oakleaf re large gym Pilates classes.

It is possible to get some gluteus medius work into your Pilates, but this may or may not be addressed in such a large class.

The next to last paragraph in this article talks about working the gluteus medius with the side kick series. Your PT will likely give you some variations on these exercises, perhaps using Therabands or squeezing a ball between your knees.

Also, many of the exercises that will engage the gluteus medius are standing exercises or performed on apparatus, so you won't encounter them in a mat class. Here is an article by a Pilates instructor with a PT background -- in the last 3 paragraphs she describes her approach to weak gluteus medius.

I really got into doing the standing exercises when I started doing Pilates after being discharged from PT. These were emphasized for me in the context of private sessions, which was what I needed at the time. Privates can be pricey, but if the instructor is good, it is well worth it.