In reply to nk:
I don't think it can be done as a long weekend. The overnight boat to Kalymnos leaves Athens too early for the flight in from London. The last time I looked the airfare Athens to Kalymnos was prohibitive. Easyjet to Rhodes and a fast hydrofoil ferry can work if the ferry is running that day (not daily in winter). Normal access to Kalymnos is a flight to Kos and a ferry. But direct flights dry up in winter, and the Kos-Kalymnos ferry is a creaky old thing that does not operate in bad weather.
Someone will probably be along to tell me my data is out of date...