I was actually talking to someone about this the other day and he said usually the top LACs for their top Math students, the ones on the way to PhD programs and such, will just allow you to take multiple classes that are labeled some sort of Advanced Topics/Directed Study/Independent Study sort of course where a professor and a very small number of such students do stuff that interests them.
I have no personal opinion on whether that is an adequate answer, and of course it is going to be an interesting challenge how to investigate that. I think you would probably want to try to talk to such PhD-bound Math students, and ideally professors, to see what they say, and you might want to look at professor bios and such.