Saint Sebastian's arrows Food and drink · Cehegín, Noroeste, Murcia Image of Cehegín, not of the place itself. Almond biscuits distributed among the residents during the feast of San Sebastián; their name alludes to the arrows of the saint's martyrdom and their making remains tied exclusively to those days in January. Photo: Torbas (CC BY-SA 4.0) What to see and do in Cehegín