in case you haven't found it yet: there is an older thread on this site under the title “Hindi courses in India?“, with several suggestions,
among others a link to a language school in Delhi: http://www.bhashabharati.com/
And here are some more I found by googling:http://www.hindiguru.org/http://www.goabroad.com/providers/language-vacation/programs/hindi-language-course-and-immersion-in-new-delhi-india-92712http://www.esl-languages.com/en/adults/hindi/language-school/india/new-delhi/ilsc/index.htm
Of course in a language school you are together with other learners of Hindi, but the teaching of grammar and vocabulary should be worthwhile. If you want extra immersion you could opt for lodging with a family - normally the language schools are in touch with suitable families.
Another option would be private tuition.
This is a site where you can contact a large range of private tutors - I suppose “thinkvidya“ will have some quality control:http://www.thinkvidya.com/delhi/hindi-language-classes
But I hope you've already found your immersion course! Good luck!