I'm self-taught too (after all, quilting is pretty simple!) and I also have looked around for classes to take. I have yet to find one that interests me enough to spend the money. I seem to think I need to go to classes because others enjoy them.... but maybe that's not true for me. I'm not much of a conformist and I would prefer on doing things my own way. All the technique classes seem too easy and the project classes... well, I just don't need help with my projects if I have instructions. So why go to a class? Maybe they are not for all of us.

If you are hating it, definitely stop going to your classes. Chalk the money up to a lesson learned about yourself.

Continue the class. Maybe you will take away some helpful ways of doing things.

I have had a similar experience when I took a class with a nationally known instructor (and I paid a bundle for the class). She criticized everything from the way I cut fabric (I use the double ruler method or the Shape Cut and she hated both) to the fact that I have hand and arm problems and have to accommodate that both in cutting and sewing - she did not make suggestions, her comments were along the line if you don't do things exactly the way I tell you, then you are a failure and should leave. I took the class because she made some interesting quilts and I wanted to learn the way she looked at fabric and how she decided to modify conventional blocks. I kept my mouth shut and finished both days of the class because of the money I had spent, but I have to say I have never taken another class from that person, nor did I learn much.

I wouldn't continue the class. I don't see any reason to be frustrated & unhappy about something we do for enjoyment.
I guess if I had spent a few hundred $ on a class I would maybe stick with it but I'm not sure of that.

Why did you book the class? Was it to learn a new technique or a pattern? Decide why you are going and are you learning something. A friend ran a group and one reason I stopped going because of criticism every week it wore me down to a stage I was frightened of going because of the comments.
stop going if you are gaining nothing.

It would be interesting to know what is so bad about the different technique.

Exactly what I was going to ask.

I am sorry that you are having such a bad experience. Most of my quilting is self-taught, but I did have a mother that taught me to sew and I took home-ec in jr. and sr. high school. I took a few quilt classes to see if there was information that I needed because I couldn't see why it was considered so difficult. When I was in the classes I honestly tried the techniques being taught to see if the instructor had some enlightening information. (One class was for hand quilting and the instructor asked me why I took the class, because I was interested in how she marked her quilt. I was really hoping to learn the best way to make a whole cloth quilt.) And I was given a class in paper piecing - that was enlightening to me, but I just found the pattern in my UFO box. My favorite kind of "class" is on-line, usually YouTube. The main reason I dislike going to classes is because some students are a royal pain. They constantly challenge the instructor and you want to tell them "I didn't pay for the class to learn your way, please let the instructor do her job."

So you are not alone, not all classes are a great experience.

I have been sewing all my life, started quilting a few years back as something I wanted to do. Signed up for an evening class at college last year, and have now completed 3 of the classes. The tutor us wonderful, she isn't critical at all, sometimes she'll ask have you considered trying something. Her name is Paula, and I have even taken extra classes at her home. If you are struggling with colours, blocks or how to quilt something, she will give you suggestions. She is happy to help with any problems you have and suggest ways around boo boos. If you are not enjoying your class and dread going, if it was me I would draw a line under it, decide that particular class/tutor was not for me and move on.

If you don't like the class, ask for a refund and quit. Life is too short to spend time doing something you don't like. Another suggestion is to just sit and observe. Take notes on anything you want to remember. Take something to read if you get bored. It's not like you are getting a grade on the class. Tell the instructor how you feel. Maybe everybody else feels the same way you feel. I would never allow someone to make me feel bad about the way I do things. Good teachers are encouraging, not critical. Think it over and handle this situation in a way that makes you feel good.