I've also done them at bars. If you have it on a Saturday or Sunday morning at a bigger sports bar, it's usually pretty quiet. But you'll want to contact the establishment in advance. They do want your group to eat and drink, so don't think you can order 12 glasses of water and hang out
Have you considered online as an option? CBS does have a very nice online auction room. If you don't use that site you could ---technically--- still use the auction room as they give you 10 or 14 days free use before you have to pay up, and they do not force you to pay just because you set up a league site; they just close the site when the trial period expires. A little work for the commish, but you could set up a site one week in advance, import keepers and such, run the auction, then export the results (CBS has an export to Excel option), finally import or manually enter the result or rosters into the website that you do use.