Festivities of San Sebastián Activity · Cehegín, Noroeste, Murcia Image of Cehegín, not of the place itself. The fiestas de San Sebastián of Cehegín are held on the weekend closest to 20 January. In the plaza del Castillo a great bonfire is lit, around which migas, empedrao and rabbit rice are prepared, and a pilgrimage is organised at the mesoncico. As a traditional sweet, the so-called Flechas de San Sebastián are handed out, almond biscuits typical of these winter patron saint festivities. enero Photo: Cehegin4u (CC BY-SA 3.0) What to see and do in Cehegín