Ultra Pilates Review. This cute studio on Dundas East caught me by surprise. I went into Ultra Pilates not knowing what to expect and came out drenched and well-worked. This isn’t your average mat class—they offer heated sessions like Classic Burn, Ultra Burn, and Slow Burn that will leave you sore for days. Instructor Cristal brings such a fun, motivating energy that pushes you past your limits. It’s an inclusive, high-heat environment that’s definitely not for the faint of heart!