This is by no means a solution, but a workaround I found rather effective for me: considering that you're not very likely to switch between tracks while the fitness class is in progress (otherwise you wouldn't need gapless playback), would importing a full-length mix as a single file instead of importing it "split" into tracks work for you?
I'm doing this for training mixes right now and, although not being optimal, it works.
Instead of ripping a CD with iTunes and then syncing it to the iPhone, I'm just ripping it with CDex (I use a very old version for that, I wouldn't advise anyone to use any of the recent ones), then adding the mp3 file to the iTunes library, and copying it manually onto the iPhone.
Still I'm hoping Apple get their stuff together and solve this issue (hopefully forever this time), but at least I have a workaround to exploit now.