Coming from Varenna on a Tuesday morning, we plan on taking the regional trains along the Bernina Express from Tirano to Chur. I'd like to hop off the train at least once to see some sights, particularly for some short hikes if the weather is nice. Where would you suggest stopping? Rick mentions hikes at Alp Grum and Ospizio Bernina but I can't find any more details. Also, we will have our backpacks with us and would need a place to stash them.
Most Swiss stations do have bag storage. For Ospizia Bernina, Rick mentions storing bags at the restaurant near the station, instead. Looking at this link you may also have to get creative at Alp Grum, but I'm sure you won't be the only ones.