Bormio, just south of the Swiss border and smack in the middle of the Alps, is only a few hours from Milan. You won’t be the first to make the trek, however. The natural hot springs here, now a lovely resort called the Bagni di Bormio, (the Baths of Bormio), have been in continuous use for thousands of years. Pliny the Elder was already going on about their beneficial properties back in the first century A.D. And throughout the ages, Leonardo Da Vinci, European royalty and the like, regularly flocked here to “take the waters”.The Hotel Bagni Vecchi (Older Bath Hotel) is a smaller, cozier, and more traditional Valtellina mountain…