A small group of women walked through Merlot grape vines on a breezy morning last week headed to a sprawling lawn for one of Wölffer Estate Vineyard’s newest offerings—yoga.

Wölffer, based in Sagaponack, N.Y., has been best known for the annual run on its rosé at Hamptons wine stores during beach season. The winery started offering a few on-site yoga and boot camp classes last summer, and they were so popular that it increased the number of fitness sessions to six per week this year. “Sundays on the Terrace” with pastries...