When to save and when to spend a little

I’ve been trying my best to be frugal but I’m also trying to rationalize whether I should splurge a little for a membership to a Brazilian jiu jitsu school. I used to train for about a year and I found it to be very good for my physical and mental health. A lot of people do consider it cheap therapy. Membership is around 125 a month and that’s the hardest thing to get over. How do you decide when to save and spend? Any advice?