Privately owned Cavallo, just a mile off Corsica, is the only inhabited part of the Lavezzi Islands. It’s no more than half a square mile in size (120 hectares), but it was valued even back in the days of ancient Rome, when the Romans established granite quarries here. And while the island is French, it has been a favored retreat for Italian vacationers since the 1970s, when celebrities first came to frolic among its secluded coves. It’s still a peaceful oasis, with only bicycles and electric golf carts allowed on its winding roads.