Hi Eli255, you might also want to check out
www.easygoin.org. It's very personalized, relaxed -- the very antithesis of cookie cutter, mass tourism. I did a half-day tour and it was well worth fees. The director is very knowledgeable.
I didn't get to take an "official" Madrid Walks tour but I did get to enjoy tapas and some partying with the charming wine expert Andres and a couple from England ... had a wonderful time and if you have a chance to "tapear" on one of Andres' tours, don't hesitate!
(By the way I also did try to get in touch with the Wellington company, but I tried in vain to call the number on the website for a few days and it was out of area and there was no voice mail ... perhaps you would have better luck.)
Enjoy Madrid!
Churrito