I've worked with five visiting coaches (Charlotte Jorgensen, William Pino, Armin Kappacher, Nadya Eftedal, and Istvan Cserven).
I've had group lessons with Jorgensen, Pino, and Kappacher, all of which were extremely effective.
I also tend to angle for a private lesson every time. I didn't with Pino, and regretted it after. I've been fortunate to have multiple chances to work with Jorgensen, Kappacher, and Cserven, and I take every opportunity to work with them when they are in town. I'd be happy to work with Eftedal again if I get the chance.
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Overall, I find working with visiting coaches is generally useful.
In group lessons, you are often not going to learn any concept that is 100% new. But you will approach that concept from a completely new angle, which may "click" better than the strategy your main coach uses.
Private lessons can be tougher, because you and the visiting coach do not know one another. They can get a quick sense of your overall level, but are not conversant with the specific ideas you've studied. In addition, they do not know your psychological approach to dance, or your preferred learning methods. On your part, you don't know their teaching style or response to questions--and may be intimidated by their reputation.
I find that the first private lesson with a visitor is often OK, but not great, while subsequent lessons are worth their weight in gold. At that point, you've figured each other out a little bit, and communicate more efficiently.