There is Lake Maria State Park up by Monticello that is pretty close. They only have Hike in Sites but lots of trails. Nice place, not too crowded, pretty easy to get a site, only about 30 min north of Maple Grove. Definately doable at the last minute.
I guess they have walk in cabins also.
http://www.dnr.state.mn.us/state_parks/lake_maria/index.htmlIf you like state parks - this will help on what is reachable
http://www.dnr.state.mn.us/state_parks/map.htmlMostly-