I seem to remember a scene where the Wise Ones had Aviendha (and Egwene) practicing unraveling small weaves.

 

If it exists, in which book is that scene?

I don't recall that one, but this might help you to find it:

 

http://encyclopaedia-wot.org/

I can only remember Aviendha telling Elayne that she started on some small weave, I believe a knot of air, but not an actual scene showing it.

When Rand etc travel from Rhudien to Cold Rocks Hold we see Avi send a huge ball of flame off into the desert and a lot of cheering etc. My belief is this is when it happens

Nope, doesn't happen. The scene in TPOD is the first we hear of it. She does, however, tell us about her practice on small weaves at that time.

Lemon that's just practicing generic channeling.

I seem to remember a scene where the Wise Ones had Aviendha (and Egwene) practicing unraveling small weaves.

 

If it exists, in which book is that scene?

you are probably thinking of the scene in TSR, Ch 48. But as the others have said, that was just the Wise Ones teaching Aviendha to channel in general. unweaving was not involved there nor in any other scene prior to Avi unweaving her gateway in tPoD.

In TPoD Chapter 6 Elayne tries to pick apart a gateway to stop the Seanchan following them. She doesn't quite manage it though and it collapses and explodes.

 

Aviendha answers that the first time she tried unweaving (just a knot of Wind) it took her fifty tries before it stopped blowing up. Elayne notes dryly that she has a habit of leaping in over her head, and supposes it’s good that they’ve found a new weapon, at least.

 

Perhaps this is what you are thinking of.