"Our first 'first dance' lesson. Getting better, step by step," Demi-Leigh captioned a photo of the pair in a close embrace.
"You guys are so cute together," former Miss South Africa, Tansey Coetzee captioned the sweet photo.
Tim also took us inside the dance studio, with a video from their practice session.
Both seem pretty tense, as they try to memorise the steps, and burst out laughing when they both realise they forgot the rest of the routine.
In the clip the pair dance to Frank Sinatra's, The Way You Look Tonight - could this possibly be their wedding song?
The professional athlete captioned the video: "Cha-cha slide is pretty tough."
"Relax a little more brother. Enjoy the moment with her and less focus on not messing up," one user told the baseball player.