I highly recommend Daniele's place in Finikia! The hot tub is very private, with no one around, and it feels like your own little personal kingdom. Finikia is a 15-20 minute walk into Oia, which is very doable, just keep in mind that you may have a harder time with some public transportation options. We were there towards the end of the pandemic though, so things weren't operating as frequently. It's a very cute little village with a couple great restaurants, and removed from the hustle and bustle of tourism. Thank you!