Go round a mantecado factory during the season, which runs roughly August to December

Work out what a mantecado actually is and where the recipe came from

Climb the Cerro de San Cristóbal to the Torre del Homenaje and the walls

Stand at the Balcón de Andalucía and work out how far you can see across the campiña

Taste a polvorón against a mantecado and work out the difference

Estepa makes mantecados and polvorones — the crumbly lard-and-flour sweets that Spain eats at Christmas — on an industrial scale, with a protected geographical indication and a season that effectively runs the town from August to December. The recipe came out of the convents. Above the town the Cerro de San Cristóbal has the Torre del Homenaje, the walls, and the Balcón de Andalucía, a viewpoint that on a clear day reaches a very long way across the campiña towards the Subbética.

Estepa: Mantecados and a Tower on a Hill

Go up to the collegiate church and the old university on the hill above the town

Find the Roman necropolis cut into the rock and the remains of the theatre

Walk the Calle San Pedro and the Calle Sevilla and work out how a town this size acquired palaces like these

Work out what Urso was under Rome, and which larger town it answered to

Find the old quarry used as a filming location and see how little had to be changed

Osuna was Urso to the Romans, one of the towns under the Astigi conventus, and it has a rock-cut necropolis and the remains of a theatre on the hill above the town. What dominates it now is the 16th century: the dukes of Osuna built a collegiate church and a university up there, and the streets below are lined with Baroque palaces out of all proportion to the size of the place. The Roman quarry on the hill was used as a filming location for Game of Thrones, which is how most visitors first hear of it.

Osuna: A Ducal Town and a Roman Necropolis

Count the Baroque towers and look at the glazed tilework on them, which is what makes the skyline

Find the Roman mosaics in the town museum and work out what Astigi was administering

Work out its Roman rank: head of one of only four juridical districts in the whole province of Baetica

Go into one of the 18th-century palaces, which is where the money that built the towers went

Come in July only if you want to find out why it is called the frying pan

Écija is called the City of the Sun, the City of Towers and the Frying Pan of Andalusia, and the last one is earned — it routinely records the highest summer temperatures in Spain. It was Astigi before the Romans, and under them it headed one of the four juridical conventus of Baetica, with Antequera, Osuna, Martos and others reporting to it. What gives it the towers is the 18th century: a run of Baroque church towers in glazed tile, plus a set of palaces, which together make it one of the most important historic ensembles in Andalusia.

Écija: The Frying Pan of Andalusia

Taste a Montilla fino against a Jerez fino and work out that one of them has had nothing added

Work out why: Pedro Ximénez on this albariza reaches enough alcohol on its own to carry the flor

Find out where the word amontillado comes from

Go into a bodega and find the tinajas, which are earthenware rather than oak

Find out who the Gran Capitán was and why Ferdinand the Catholic knocked the castle down in 1508

Montilla-Moriles makes wines that look like sherry, taste like sherry and are aged in a solera like sherry — and are not fortified, because the Pedro Ximénez grown on this albariza reaches enough alcohol on its own to support the flor without help. The word amontillado is literally in the style of Montilla. The wines age in enormous earthenware tinajas as well as barrels. Gonzalo Fernández de Córdoba, the Gran Capitán who reinvented European infantry warfare, was born here, and Ferdinand the Catholic had the town's castle demolished in 1508 to punish the rebellion of the first Marquis of Priego.

Montilla: The Sherry That Is Not Fortified

Go into Menga and sight down the corridor at the Peña de los Enamorados, which is what it points at

Work out how unusual that is: 99.99% of Mediterranean dolmens are oriented on the sky, and this one is not

Go into the Viera dolmen next door, which is oriented on equinox sunrise like everything else

Go to the tholos of El Romeral and work out its double alignment — the Torcal, and the winter solstice midday sun

Find the intermediate pillars inside Menga, a solution used nowhere else, holding up capstones at the limit of what the type could carry

Michael Hoskin found that 99.99% of dolmens around the Mediterranean are oriented on the sky — usually sunrise at the equinoxes, as the Viera dolmen here is. Menga is not. Menga is aligned on the anthropomorphic profile of the Peña de los Enamorados, and specifically on the Matacabras shelter on it, where there is rock painting. El Romeral is aligned on the Torcal, where the Cueva del Toro is, and on the midday sun at the winter solstice. UNESCO listed all four elements — two dolmens, a tholos and two mountains — in 2016.

The Antequera Dolmens: Megaliths Aligned on a Mountain

Walk the Caminito del Rey, 2.9km of walkway pinned to the walls of the gorge more than 100m above the river, reopened on 29 March 2015 after a €9 million restoration; book ahead

Look for the original concrete path beside the new boardwalk, built between 1901 and 1905 for hydroelectric workers and named after King Alfonso XIII's crossing in 1921

Walk the approach through the El Chorro area near Ardales

The Caminito del Rey was built between 1901 and 1905 so hydroelectric workers could get along the gorge, and named after Alfonso XIII crossed it in 1921. Then it was abandoned. By the 2000s it was a metre-wide concrete ledge with the handrail gone and holes straight through to the river a hundred metres below, people were dying on it, and it was officially closed and illegally climbed. A €9 million rebuild put a boardwalk alongside the original and it reopened on 29 March 2015 — and you can still see the old path underneath you.

The Caminito del Rey: A Walkway Pinned to the Gorge

Find the ammonite pavements in the Jurassic limestone and work out how many shells are in a square metre

Climb to the Picacho above Cabra for the view over the whole Subbética

Find the Fuente del Río, which rises at the edge of the town

Ride the Vía Verde de la Subbética on the old railway through the range

Work out what a UNESCO Global Geopark is and why these sierras qualify

The Sierras Subbéticas are a UNESCO Global Geopark, and the reason is ammonites: the Jurassic limestone here is packed with them, in places forming whole pavements of fossil shells you can walk across. Cabra sits under the Picacho, the sanctuary hill above the town, and has the Fuente del Río rising at the edge of the built-up area. Above the town is the Nava de Cabra and the karst plateau, with the Vía Verde de la Subbética running along the old railway through the whole range.

Cabra and the Sierra Subbética Geopark

Walk into the prayer hall and find the mihrab, a deep brick and stone niche stripped of its facing

Look at what it was built from: Roman altars and capitals of the 1st and 2nd centuries, Visigothic fragments of the 5th and 6th

Find the square minaret standing outside the building to the north

Find the bullring built directly against the outside of the mosque wall

Work out how little light the prayer hall ever had — a courtyard, a door and three narrow slits

On the hill above Almonaster la Real, in the Sierra de Aracena, stands an Andalusi mosque on a trapezoidal plan dictated by the slope, standing with an old Muslim fortress and a bullring built against it. It was put up out of whatever was to hand: Roman funerary altars, columns and capitals of the 1st and 2nd centuries, and Visigothic fragments of the 5th and 6th, including an epitaph slab, an iconostasis screen, an impost and a lintel. The mihrab is a deep brick and stone niche that has lost its facing, there is a square minaret outside to the north, and the prayer hall was lit only by the courtyard, the door and three narrow slits.

Almonaster la Real: A Mosque Inside a Church

Go down into the necropolis and find the Tomb of Servilia and the Tomb of the Elephant

Work out how a tomb cut down into rock was actually used, and by how many generations of one family

Go through the Puerta de Sevilla, which still has Carthaginian fabric in it and was later fortified as its own small alcázar

Work out what Carmona was under Islam: the capital of its own taifa kingdom

Climb to the Alcázar del Rey Don Pedro for the view over the Seville plain

Carmona stands on a ridge over the Seville plain and has been fortified since the Carthaginians. Its Roman necropolis, of around the 1st century, is the thing to come for: family tombs cut down into the rock, with the Tomb of Servilia and the Tomb of the Elephant the two to find. The Puerta de Sevilla keeps parts of its Carthaginian phase and was later fortified as a small alcázar in its own right; the walls the Romans built were reused and modified by everyone who came after. Carmona was the capital of one of the taifa kingdoms in the Islamic period, and the Alcázar del Rey Don Pedro above the town is now a parador.