I would keep going as long as Liam isn't shutting down and terrified. A little worry is okay--it's a good way to teach him that it's okay to be worried, but you're there and you won't allow anything to happen to him.
Is there a way that you can stand farther away or stay in the main area that may not be as noisy or scary? Even if you aren't participating in the class, per se, it will help to acclimatize. I would also not worry too much about asking for behaviors if he's reluctant. Just feed--and hot dogs as someone mentioned are a great stress reducer! You won't reinforce his fear by feeding him, so just food = good.
Like Finnie, Elise is scared of kids. I've been taking her to the park and standing as far away as I can where she isn't too stressed, but close enough that she can see them. And I just feed her!