I once did something very similar in the UK. IIRC it was the one run by the Warsash Maritime Centre in Southampton - search for Underwater Helicopter Escape Training in your favourite search engine.
It was really intended for people like oil workers who do a lot of helicopter transfers across the sea. Very useful all the same - and they had some impressive figures on survival rates of people who'd done the course. They do a lot more than just getting out of the helicopter, such as righting and getting into liferafts and jumping in from a height with lifejackets on.
Put me off travelling by ferry though.