Marge:

The only one I can find is in Costa Teguise.

http://www.lanzaroteinformation.com/content/segway-tour-lanzarote

There is a link for an information e-mail on the page.

Last year they were doing Segway trails / training / instruction on Calle Hoya, the area by the Dream Castiilo Hotel. Then we saw a group go by when we were on the first of the Papagayo beaches.
I believe there were posters/ advertising there