What do you do when you're surrounded by naked Austrians?

The answer, I guessed, was get naked too. Bad Radkersburg is famous for its spa waters and after a week of cycling, a soak and sweat seemed like the perfect way to ease tired limbs. As I stepped into the large mixed sauna in my birthday suit there were cries of "Ja – wunderschöne!" The praise was not for my love handles. One of the occupants was swinging his towel around his head. I had to duck to avoid getting scalped as I shuffled to find a seat. He then stopped, took a bow, revealing rather more than I wanted to see, and everyone clapped and walked out. Was it something I said?

Apart from the complexities of Austrian sauna-etiquette and a couple of wrong turns, my four-country pedal went without a hitch. No punctures, no speeding tickets, and bright sunny days with the hint of a breeze; perfect for cycling. Slovenia's Prekmurje region is yet to be discovered by tourists. The odd road is a lorry corridor, no fun if you're on two wheels, but for the most part it's flat green plains and sleepy villages. And with countries on every side, why not cross a few borders? My route took me to Croatia, Hungary and Austria.

I started in Ptuj, one of Slovenia's prettiest towns. After a quick spin to make sure the bike was properly adjusted, a check to make sure I had puncture kit, helmet trip notes and map, I was all set. Those trip notes soon had the better of me. I got caught up in taking the next turn, finding the next road. It became oddly obsessive. I arrived quite suddenly at the Croatian border and scrabbled for my passport. To my disappointment I was waved straight through. It was a short road ride between brown fields before returning to Slovenia. Croatia has many delights for the visitor, but this stretch was dull.

Returning across a river to Slovenia, I found the Croatian checkpoint empty. I hesitated a moment. It was now or never. I freewheeled slowly past onto the bridge and into no man's land. Any minute now the cry would go up from behind. A single shot would ring out, shattering the quiet of the afternoon. (Roll credits; camera remains trained on upturned bicycle, back wheel still spinning slowly. Fade to black.)

Actually nothing happened. I pedalled on unchallenged. At least at the Slovenian side a guard asked for my passport. "English!" I exclaimed, rather excited. He looked disinterested and dropped it back into my hand. Back in Slovenia I cycled from Ormož north to Ljutomer. This is one of the country's wine regions, a gaggle of vine-terraced valleys topped with pointy towered churches. It's also one of the steepest. I got lost in my bike's formidable selection of gears, feet spinning like Catherine wheels. I climbed stiffly off and walked. I was immediately glad I had: the view behind was awesome, stretching back to the river and plains beyond.

Once I'd found the tiny inn where I was due to stay the night, I took a gentle pedal to a village up the road. It's said the Crusaders stopped here on their way to the Holy Land and never left because the wine was so good. They decided to call it Jeruzalem. At least that way it would seem as if they'd reached their final destination. I believe the tale. Who needs to go about marauding in the name of the Lord when you can quaff a glass of pristine wine and watch the sun set glowingly across vine-clad terraces?

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Next morning the views quickly made me forget my aching knees; a rollercoaster ride plunging through breezy beech forests and back up among terraces of vines. I was bound for my next border: Hungary. Here another empty booth meant I sailed straight through. Hungarian is distantly related to Finnish, quite unlike the languages of its neighbours. The place names were hilarious. I ate my sandwiches in Szentgyorgyvolgy and later, stopped at Magyarszombatfa, passing through Viszoutlatasara en route.

Pots on poles lined the street. It seemed every house had its potter. In a shed behind one, I found Janos busy at the wheel, bowls sprouting between his muddy fingers. We communicated in broken German. He learnt his trade from his father and uses local clay. I wanted to buy a pot but his prices were in Forints. He told me it was 240 to the Euro. I had just six Euros in my wallet, just enough to buy a vase.

I was beginning to surprise myself. I almost leapt on the bike next day. The sense of having sweated to get somewhere was immensely satisfying. Each night I'd eat a hearty dinner and be asleep in a moment. My final day took me along tracks through fields of sunny rapeseed and green barley and on to Austria with its smooth cycle paths; the pedalers' autobahn. I covered the last miles in top gear. Bad Radkersburg was beautiful; all restored medieval houses and squares.

But maybe just a bit too idyllic? As I was pummelled in the ultra-modern spa pool, I wondered. Much of the charm of Slovenia, Croatia and Hungary is they're still rough around the edges. The history feels more connected to those who live there; many continue lifestyles unchanged for generations. Making comparisons across borders is definitely one of the delights of this trip. And being on a bike, you can hop off for a closer look.

Maybe hop off is a bit generous; clamber stiffly from the saddle would probably be more appropriate. I headed for the sauna. It was time to get naked with a bunch of Austrian pensioners.