Bernina Express - overnight stops somewhere between Lake Como and Strasbourg

I'm looking into doing the Bernina Express route from Tirano to Chur in late October. I will be coming from a stay on Lake Como (Menaggio). Trying to figure out where I would spend a night or two along that route (after leaving Menaggio). I eventually need to be in Strasbourg, France. It looks like I can take the ferry to Varenna and then catch a train to Tirano. I could stay in Tirano, but wonder if it makes more sense to catch Bernina the same day and then stay either in Chur or somewhere between Chur and Strasbourg. I would prefer to stay in a scenic small town - in the mountains or by a lake. I am very open to any recommendations regarding catching the Bernina and where to stop along the way between Menaggio and Strasbourg. I'll post this to Switzerland forum as well. Thank you.