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Back in 2003 when I was coming to the Shi'i path, I investigated the fiqh for going for hajj. According to both the Shafi'i School and the Ithna'ashari school, a mahram can be a group of women, or even one another woman. As Mrs. Donati says, the issue is one of safety.

If you are talking about actual Saudi law, which prohibits unmarried women from going on hajj, some women still do travel with their brothers, as an example.

Therefore, different schools of thought in Sunni Islam have different rulings, and the Shafi'i School is in accord with the Twelver School.

Assalamu aleykum,
Thanks for your question. 
There is no rulings against performing Hajj, Umra or Ziyarat for a woman accordingly to Shi'a Fiqh, the issue is only about safety. It is not clear what you mean by "a group of other Muslimahs". Do you mean an organized group? 
The issue again is not Islamic ruling, but safety and the difficulty to get a visa to visit countries like Iraq and Iran. The most logical way is to find a hamla, a group specialized in caravans to visit holy places. Try to find a few local ones, inshaAllah they will explain you in details what is needed and the procedures.
They could be able to able to help out to perform Hajj and/or Umrah in some cases.
In preparation of any pilgrimage, I suggest you to read "Your Personal Guide to Hajj Umrah Ziyarat" at:
https://www.al-islam.org/your-personal-guide-hajj-umrah-ziyarat-alhaj-ma...
 

The Hajj is the annual pilgrimage to the house of God in Makka. It is obligatory for every Muslim to perform, once in their lifetime, if they have the means to do so. It ca only be performed at a specific time in th eyear.

The Umrah is a recommended visitation to the house of God and can be performed around the year except at the time specifically reserved for Hajj.