L.T.
A month or so ago, I had been on the allegheny county parks website looking for activities and events. They have a page with rental info and there are a few buildings (not groves or pavilions) that can be rented. I would assume they rent them year round. If you weren't aware of that, here is the link: http://www.alleghenycounty.us/parks/fees/permit.aspx#south
There is a place in Bethel Park I've been wanting to look into. It looks like a small church on the corner of Brightwood and Lytle next to a T stop and across from the library/municipal building. There is a sign out front saying something about booking reservations for events. I've recently seen the parking lot full and people dressed up. My SIL has been in it. When I see her today I will ask her the name of the venue and what it looks like inside.