Ditch Sao Miguel’s trendier spots for Restaurante Adega Regional (Rua do Melo, 70/72; 296-284-740), a bustling mom-and-pop joint scattered with wooden tables and green-and-white-checked tablecloths. Order the specialty, lapas grelhadas: a cast-iron skillet heaped with oven-roasted limpets on the half-shell. Wash it down with bottles of vinho de cheiro ($7), the favored local red wine.
Sit on the terrace for ocean views at O Ancoradouro (Rua João L. W. Terra, 9950; 292-623-490) on the outskirts of Madalena. Though the menu is dominated by fresh-caught seafood, the linguiça ou chouriço com inhame (yam and pork sausage) is a regional standout. Pair your meal with ice-cold verdelho wines ($7-30), a white varietal that thrives in Pico’s volcanic soil.
Splurge on an Azorean feast at the upscale Canto do Paço in Prainha after a gorgeous 45-minute drive down the island’s lava-strewn coast. Call ahead to reserve the cavaco, an endemic crab served with onion and green pepper in a vinegar-based sauce—they sell out quickly.