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Do you believe in winter? I used to, but then I found my way to Olympia for a dose of Greek island heat and shimmer. This new rooftop bar has taken over the top level of the car park above Oakleigh Market in a much improved use of real estate. Out with sedans and SUVs, in with saganaki and spritzes.

The entrance feels hidden, up a secret stairway to a covered terrace. Here, there’s an olive grove, white-washed walls with azure shutters and blue-and-white striped banquettes. Heaters sub in for blasts of Aegean summer and even in demure winter light, it’s dazzling.

One floor down, there’s a wine bar with more of a taverna feel: cosy booths and a browsable wine wall make it slightly more formal, a nook rather than a suntrap.

The same snacky menu operates in both spaces. Koulouri – a sesame bread ring – is the border for a paddle pool of taramasalata dolloped with salmon roe. It’s dish of the day, crunchy and salty in all the right places.

Gooey saganaki croquettes are easy to like, but I’d love a sizzling pan of cheese even more. A club sandwich with herbed chicken took me straight to a sun lounge and the lobster roll was a decent rendition of a modern classic, oozy with mayo and piled into a long brioche roll.

I’m all for the island fantasy but this simple menu does feel a bit too summery. Burrata and tomatoes aren’t quite right for a 10-degree day.

Cocktails could lean into the season, too. No matter how much the heater is blasting, I’m not ordering a drink with peaches. There is excellent cocktail action though: my Mt Olympus – gin, honey, grenadine and Greek mountain tea syrup – was frothy, sweet and fun.

The 90-bottle wine list is almost too good for the rest of the offering, with Greek wines and Hellenic grape varietals dotted through it. The leaning towards drinks makes sense when you realise owner Nick Flaounas has a background in bars, clubs and festivals. He actually wanted to put a rooftop cinema up here but couldn’t get it through planning, so came up with Olympia.

It’s a win for locals, in some ways: Oakleigh, only 12 train stops from the city, was bizarrely lacking a wine bar. This south-eastern suburb is a vibrant Greek neighbourhood and its Eaton Mall hub is fun to wander, even on a chilly night.

Olympia doesn’t do desserts but you can stroll the strip and consider the bougatsa custard slice at Nikos Cakes, TodCo’s Galakdough doughnut, which is a spin on syrup-soaked galaktoboureko pastry, or the baklava at enormous, energetic Vanilla.

Stalking sweets in the chill does tend to spike the Santorini fantasy but when the pickings are this good, it’s not hard to believe in the charms of Melbourne in winter.