Ok, I wanted to provide more clarity around what you actually need to do to get this achievement since it took a while to figure it out, it is not about doing all the challenges in one session at one time (instead it is about doing them over time).
Every fitness session has 12 challenges. They usually give you 3 at a time to work on (like get x amount of FP in x number of drills, etc). The easiest ones to do are the 10 minute solutions. I personally liked Low Impact Fat Blaster since it didn't have ground exercises (which XB1 Kinect is better than 360 at picking up, but it still sucks).
If you want to see your progress for the achievement in game, go to you fitness profile from the main page, then go into progress. If you scroll to the right you see session challenges. They are grouped by the program type, but drill into whatever session you seem to do a lot of and you can see how many of 12 you have completed.
As mentioned, I personally used Low Impact Fat Blaster, nothing was too bad. The longest one was get 25 total session stars, which forces you to do the session 5 times at 5 stars at a minimum (7 times at 4 stars, etc). Cardio Max is pretty easy as well it looks like, but I haven't finished all 12 challenges to verify what the last few are.
Hope this helps clear it up to people how this is done.