I have never been so relieved to see a ferry terminal in all my life. After three hours of driving to Ystad, a crossing that turned my stomach inside out, and then realising I had left our entire bag of groceries on the Swedish dock, I was ready to declare the whole holiday a write-off. My partner just stood there on the quay at Ronne, watching the ferry sail away with our carefully selected chorizo and fancy olive oil, and said, "Well. That's one way to start a self-catering holiday."

The drive to Listed took about twenty minutes, which I spent in a sulk while he tried to find the funny side. Bornholm's roads are quiet and tree-lined, all rolling fields and sudden glimpses of the Baltic, and by the time we spotted the wooden sign for the property, I had almost forgiven myself. Almost.

The house itself is one of those traditional Bornholm timber-framed affairs, painted that deep burgundy-red you see everywhere on the island, with white trim and a proper thatched roof. Ours sat back from a small lane, surrounded by wind-bent trees and what I later learned was an overgrown apple orchard. The key was in a lockbox, which felt very modern and efficient, though I immediately managed to trap my finger in it. My partner took over. He is good at practical things, and I am good at buying chorizo and then abandoning it in foreign countries.

Inside, the smell hit me first: that particular combination of old wood, sea air, and something faintly smoky that makes you think of proper fires and slow-cooked things. The kitchen was the heart of it, all flagstone floors and a vast wooden table that had clearly hosted decades of fish suppers and card games. There was an Aga-style stove, which I had never used before and immediately felt intimidated by. I am the sort of person who struggles with a microwave. This was going to be interesting.

We had planned to cook properly that first night. The whole point of a self-catering place, I had announced grandly back in London, was to shop locally, eat seasonally, live like a Bornholmer. Now we had no food and I was staring at this beautiful but terrifying stove like it might bite me. My partner suggested we head to Svaneke for supplies, but it was getting late, and honestly, I was too embarrassed about the grocery bag to face a supermarket. Instead, we found a pub in Listed itself, a ten-minute walk down a lane that turned to gravel and then to something approaching a path.

The pub was called no such thing, of course. It was just a low building with a terrace and some battered chairs, the sort of place that does not need a name because everyone knows what it is. We sat outside with pints of local beer and plates of smoked fish that tasted of the smokehouse we could smell from the garden earlier. The herring was unlike anything I had eaten before, dense and oily and somehow clean-tasting, served with nothing but dark rye bread and a dab of something sharp and creamy. I ate three pieces. My partner had a pork sandwich, thick slices of something cured and pink, with pickled red cabbage that stained his fingers purple. He looked ridiculous. I did not mention it because I had abandoned our dinner on another country's dock.

We got talking to a man at the next table, who turned out to have a smallholding up the road. He told us about the morning market in Svaneke, Tuesdays and Saturdays, where the fishermen sold direct from their boats and an old woman brought cheeses wrapped in cloth. He said the trick with the Aga was not to fight it, just to let it do its thing, and that his wife made the best fish soup on the island but he was not allowed to share the recipe. I liked him enormously. I also liked that he did not ask why two English people were eating like they had never seen food before.

The next morning, I approached the Aga with the respect one might give a sleeping animal. We had bought eggs from a honesty box down the lane, proper eggs with orange yolks and bits of feather still stuck to them, plus some bacon that the same smallholding man had apparently supplied to the local shop. I cracked the eggs into a pan that must have been older than my grandmother, watched them sizzle and settle, and felt unreasonably proud of myself. They were the best eggs I have ever eaten, though that might have been the relief.

Svaneke market did not disappoint. We went on the Tuesday, early, before the coach parties arrived. The harbour was all masts and morning light, and the stalls were exactly as described: fish still shining, root vegetables with soil on them, cheeses that smelled like farmyards in the best possible way. I bought more than we could carry, including a lump of smoked cheese that I kept nibbling from as we walked, and some local honey that I told myself was medicinal. My partner bought a whole smoked mackerel, which he carried around like a trophy, and some strange dark sausages that the vendor described as "traditional" with a shrug that suggested even he was not entirely sure what was in them.

That evening, I attempted fish soup. The smallholding man's wife would have been appalled. I had no recipe, just memories of flavours and a vague idea that cream was involved. The Aga simmered it slowly, and I threw in potatoes and fennel from the market, and the mackerel flaked in at the end. It was too salty, and slightly curdled, and absolutely wonderful eaten at that big wooden table with bread and butter and a bottle of wine from the supermarket in Ronne. We finished the lot. I felt like a proper cook for the first time in years, which tells you something about how low my standards are.

The rest of the week became a rhythm of eating and planning to eat. Breakfasts were eggs and that honey on dense rye bread, lunches were whatever we had found at market or in the little shops, and dinners were experiments. I made a hash of something involving the dark sausages and too much dill. I made a respectable stew from local lamb. I never quite mastered the Aga's quirks, the way the left oven ran hotter than the right, the exact spot on the hob where things actually cooked rather than just sat there looking sad. But I stopped being frightened of it, which felt like progress.

We found another place, closer to Nexo, that did open sandwiches the size of small plates, piled with shrimp and egg and more of that purple cabbage. We ate them sitting on the harbour wall, watching a man mend nets in a way that looked meditative. I tried to ask him about it in my terrible phrasebook Danish, and he replied in perfect English that he was actually thinking about his lunch. I decided I liked Bornholm very much.

The last night, we cooked everything that was left: the end of the cheese, some wrinkled apples from the orchard, the final heel of rye bread toasted and rubbed with garlic. We opened the last bottle of wine and ate by candlelight because the bulb in the kitchen had gone and we could not find a replacement. It was a ridiculous meal, bits and pieces, nothing proper about it. My partner said it was his favourite of the whole week. I think he was being kind, but I also think he meant it. There is something about eating what you have found, cooked in a place that feels briefly like yours, that beats any restaurant.

We left the remaining honey as a thank you, though I suspect the cleaners just threw it out. I took a photo of the Aga, which I still look at sometimes. I have never used one since. Some things, I think, belong to particular weeks in particular houses, and trying to recreate them would miss the point entirely. Also, I am fairly sure I would set fire to my own kitchen.

We drove back to Ronne in silence mostly, full of breakfast and slightly sad. The ferry was on time. I checked three times that we had all our bags. And somewhere in Ystad, I like to imagine, a Swedish dock worker is still puzzling over a very English selection of chorizo and fancy olive oil, wondering what kind of holiday that was supposed to be.