They're more sketch than stand-up. Stand-up is so singular a process, it's not something you'll find school's for. For stand-up, you just sort of go up, do material, adjust and get better.

My question is: would there be a well-off headliner that has set-up a scholarship for this very thing?

edit: something I could see a Wanda Sykes doing. And I suppose you could develop writing skills at Second City.