How fit must I be to walk alongside the group without risking being left behind?
Relax. None of the walks is a forced march. As stated before, the only (moderately) demanding walks are Lisbon OldTown and The 7th Hill. However, if you bear in mind that the Old Town walk, for example, takes place in one of the quarters with some of the most ageing population in Lisbon and little public transportation available, you can imagine that if the natives can do it, so can you.