"I've been there three times and got three stamps," he tells me. "It is a mini mini island in the Grenadines - the kind of place where you can see the bottom in 100ft of water. It is so small and intimate that you can make out what people are doing in their front rooms as you fly in."
Snorkling and lounging on a catamaran in the Caribbean is his idea of a nice Christmas though he does admit that every other year he spends the festive season in Finland.
"I've been to Finland about 100 times because my wife comes from there. Her family have got a great place on an island with traditional log cabins and saunas; in Finland there's no nonsense about wearing a towel or swimming costume in the sauna: you're totally naked. And when you've finished you go out in the snow for a beer, then you go back in to beat each other with vine leaves. Strangers can't see a thing, because the island belongs to my wife's family."
Which all sounds pretty decadent, though when not working as a disc jockey Russ has plenty of down-to-earth interests: he is also a football writer.
"I travel a lot to see matches but there are a few stadia I'd still like to see. One is the stadium of Boca Juniors in Buenos Aires. The local derby between Boca and River Plate is the most hate-filled occasion in football. I'd love to see that."
And here's more proof that following international football can be a tough business:
"Last year I went to Katowice in Poland to see the England World Cup qualifier. It's the kind of place that makes Burnley look like Las Vegas. And it's lucky that my doctor is an amoeba specialist! I picked up a parasitic gut infection there which meant that I had to take the strongest dosage of antibiotics you can ever have - without going unconscious.
"And then immediately afterwards I went on a round-the-world trip for Virgin Radio, broadcasting from different cities as we went along, doing 29,000 miles in two weeks.
"The adrenaline kept me going for the fortnight but being ill was hellish. We did stuff like arriving in Hong Kong at 4pm, going on air between 6 and 9pm, then jumping on the 10.30pm plane for a nine-hour flight to Australia. It took me two or three months to recover from that trip.
"The most amazing show was in Mexico City, where I thought I was going to be shot on air. We were broadcasting from a dodgy bar, where lots of dubious characters were carrying guns. There were police too, who were supposed to be protecting our expensive equipment from being stolen, except that they kept wandering off - unless we kept handing them hundreds of dollars in bribes to stay.
"And all this was going on while we were doing the show! I couldn't exactly tell the listeners in detail because I didn't want to offend some of the nice Mexicans we had met. But that's the beauty of travel."
Russ Williams presents the mid-morning show on Virgin Radio (1215AM or 105.8 FM) from Monday to Friday. His book 'Football Babylon II' (published by Virgin) comes out in August.Reuse content