In need of some advice?

I think you'll probably find a lot of people for and against on this one.  You know how they say to work big muscles and do full body exercises first, and save the biceps curls for last?  Well, some people don't.  The idea is that you can pre-fatigue a muscle in order to make others work harder.  For example, do biceps curls and then go into some pullups.  Your lats are going to work overtime on this one bc the biceps are toasted, thereby making your lats that much stronger.  I think the effect is going to be similar to what you're doing.  By doing a leg workout in the gym, you're going to go into the spin class already pre-fatigued, and your "cycling muscles" are going to be working overtime.  (Ok, I know they're the same muscles you worked out, but you're using them in a different way.  Same idea though.)  I think you'll definitely build some cycling endurance as well as overall strength.  And you're spot on with fueling up properly to keep from breaking down the muscle too much.

That being said, I wouldn't make it a daily habit.  It's a tough workout to do and you still want to avoid the overuse injuries.  Keep your body guessing and mix this in there every now and then, and I think it can be a really useful sequence.