As we weave back to our hotel, the Townhouse Street Duomo (00 39 02 89 05 82 97; townhouse.it) at 3am following a succession of signature Negroni sbagliato cocktails at Bar Basso (00 39 02 29 40 05 80; barbasso.com), we have La Galleria, Milan's glorious 19th-century shopping mall, completely and surreally to ourselves. We're too weary to loiter, though, and our suite is waiting just steps away. The plush rooms are designed in black and white, with neon art accents and a wall-sized monochrome photo of Milan's daytime persona: all bustling, high-fashion streets.
We rouse ourselves for the elegant breakfast, served in a grand room by the hotel's head butler. As we plan out our day, we tuck into fresh fruit salad, delicate pastries, terracotta pots of La Fermière yogurt and steaming mugs of cappuccino.
Fortified, it's a quick stroll to the Duomo itself, where we scale the ramparts to scour the cityscape. Moving next door, we then climb to the top floor of La Rinascente (rinascente.it), the department store at Piazza del Duomo 3, to reach the food market, where we order espresso on the busy terrace and eye up the locals' effortless dress sense.
Outside, we queue for the panzerotti pastries at Luini (00 39 02 06 46 19 17; luini.it), located just outside our hotel door. The line moves fast, giving us a chance to enjoy what is, basically, incredible pizza filling inside doughnuty dough.
We make tracks through the fashion district over to the castle gardens in Parco Sempione to digest before joining the throngs vying for tickets to see Leonardo da Vinci's The Last Supper at Santa Maria delle Grazie Church.
Of course, any other type of supper in Milan requires a pre-meal aperitif (or several), so we head to the Navigli neighbourhood for canal-side cocktails at retro-inspired Spazio Movida (00 39 02 58 10 20 43; spaziomovida.it). Resisting the urge to fill up on the complimentary plates of pasta salad and fried anchovies, we hop on a tram to the bustling piazza in front of the Colonne di San Lorenzo ruins, where we duck into punk-hip Bar Cuoro (00 39 02 58 11 83 11; cuoremilano.it) for another Negroni sbagliato.
It's then on to Nerino Dieci Trattoria (00 39 02 39 83 10 19; nerinodieci.it), where we've reserved a table (after missing out the night before). We take our seats at a high table by the open kitchen and devour a silken vitello tonnato and a heaping of the house speciality, the spaghetti all'Astice, which tosses together almost a whole lobster's worth of supple meat – and a bright, freshly prepared marinara sauce. All washed down with a bottle of frizzante.
As Milan represents a crossroads between the modern and the classical, we turn in for Saturday night at the Four Seasons (00 39 02 77 088; fourseasons.com/milan), built around a palatial courtyard constructed in the 15th century. We give ourselves over to the five-star treatment by the attentive staff . Sipping champagne and nibbling chocolate-covered strawberries while swathed in luxuriously soft bathrobes, we contemplate just how many nights here – and how many more panzerotti and aperitifs – our life savings would afford.
A Hedonist's Guide to... (Hg2) is a luxury city guide series for the more decadent traveller. For more information, see hg2.com