First, this volume from Loyola's Six Weeks with the Bible series - 6-week study of the Passion Narratives in Matthew. For some reason, the Loyola listing doesn't list me as author, but believe me, I wrote it!
Fr. Robert Barron has a few topical studies available, and they've just redesigned and upgraded them - I wrote the study guide for the Conversion series - quite suitable for Lent.
Throughout the years, parish groups have used The Words We Pray for study groups - you might consider that, as well.