Even sunny Spain can get chilly, especially in early January. Still, it’s a good time to visit. Crowds are thin and blue skies prevail during the daylight hours, but as darkness falls, winds from the Sierra Nevada sweep through Granada’s narrow streets tugging at my scarf as I browse the stalls of the Mercadillo de Navidad on Plaza Bib-Rambla.

Throughout the rest of Europe, annual Christmas markets have packed up their wares weeks ago, but in this part of Spain where the biggest gift-giving day falls on Jan. 6 (The Feast of Three Kings), markets are still in full swing.

I’m browsing with my friend Pilar, who not only cherishes creature comforts, but who also knows where to find them in her native Spain. She quickly steers me to one side of the lamp-lit square; we step inside a warm, bright chocolateria.

Cups of steaming chocolate appear in front of us before I even begin to unwind my scarf. A tantalizing plate of  deep-fried, sweet-dough batons follows, still sizzling and giving an oh-so-wonderful aroma of bakery goodness. This is my first introduction to churros — and it’s the beginning of a beautiful friendship.

Spanish hot chocolate is unlike anything I’d tasted previously; it’s more like a molten pudding or a melted chocolate bar, so thick the churro will stand up in it. Perfect because that’s how you savor churros, dipping them into sweet fondue-like beverage.

Pilar tells me this is a year-round treat dating to the first shipment of cocoa unloaded in Seville in 1585. As I wrap my chilled fingers around the cup and munch on chocolaty goodness, I think maybe the conquistadors got something right.