Are there any local hunting clubs in LaGrange?

Yes, at least one nearby. In Lagrangeville, there's the Clove Valley Rod and Gun Club, which is where Dick Cheney famously had his hunting incident during his term in office. The catch is that it is reportedly very, very expensive to be a member.

There are other hunting clubs in Dutchess County, and many have lower dues than the one I just mentioned, but it's going to cost you.