I may be wrong, but I would guess that the Millennium tour of Stockholm is one of the few literary walks in the world that features a 7-Eleven.

Normally, it wouldn’t be worth a second glance, but this particular 7-Eleven has a walk-in part in a hugely successful series of books collectively known as the Millennium Trilogy.

The staff are well used to groups of two dozen people standing on a broad shopping street called Gotgatan, on the island of Sodermalm, peering through the window of the convenience store, treating it as if it were Graceland.

“And if you look closely in the chill cabinet,” says Eva, our guide, “you will see packets of Billy’s Deep-Pan Pizza, the snack that figures prominently in all three novels.” We lean in closer and coo appreciatively, as if this is a stack of Alba truffles, or beluga caviar. One of our number, Dennis, a burly Canadian, goes in to buy a packet of Billy’s as a souvenir.

Sweden's winter music festival on ice

Hot tubs, cool contraltos and snowmobile safaris - Emma Pomfret finds a stirring mix at a Swedish music and winter sports festival

All aboard for a Swedish seafood safari

Lobster is at its finest straight out of the sea - Paul Croughton joins the trawlermen of west Sweden

• The perfect holiday home in Sweden

Related Links

• Stockholm - a surprisingly sensuous city

• A rooftop tour of Stockholm

As you will have gathered, the thriller trilogy, by the Swedish journalist Stieg Larsson, is no gourmet guide to Stockholm. The hero and heroine exist on a diet of cheap microwaved pizzas, Whoppers, coffee and cigarettes, with the odd vodka and lime or aquavit thrown in.

“It was the way Larsson himself lived,” Eva explains. “Working too hard, eating junk food, smoking too much. It’s probably what killed him.” The Canadian looks down accusingly at the smoking gun of Billy’s Deep-Pan Pizza.

Larsson may not be much of an advert for Swedish cuisine, but the city is immensely proud of him and his thrillers. Everywhere I went with my copy of The Girl Who Played with Fire (book two), I was asked by locals if I was enjoying it, and if I knew that Larsson, a crusading journalist who worked for an anti-fascist magazine called Expo (a sister to Searchlight), died of a heart attack only days after delivering book three, The Girl Who Kicked the Hornets’ Nest, and never lived to see his sales pass 15m — or the movie of his first book turned into one of the most successful Swedish films ever.

Yup, got that, thanks. As with many successful novel series (see overleaf), Millennium has generated enormous reader interest in exploring the settings. In this case, most of the sights are on Sodermalm island — think London’s Hoxton without the grime.

The fans are mostly interested in spots associated with Mikael Blomkvist, the nominal lead character, and Lisbeth Salander, the strange Girl with the Dragon Tattoo, who is one of the most beguiling creations in crime writing of the past decade. The Millennium tour is organised by the City Museum, but the initial meeting point is at Bellmansgatan, the site of Blomkvist’s attic apartment overlooking the water, where he broods and eats Billy’s.

Even if you aren’t familiar with the trilogy — and our party ranged from fanatics to those who had read only one book and were mildly curious — it is worth following the route to get a feel for Sodermalm.

Once a working-class district, it has become a centre for the media and arts, with a distinctly — if sometimes self-consciously — bohemian feel. You can check out the range of locals by scanning the portraits in Cafe Rival (3 Mariatorget).

Those staring back at you will include Hollywood actors such as Stellan Skarsgard, the film director Tomas Alfredson (who made the ace vampire flick Let the Right One In), the stars of the Millennium movies and the pop singer Robyn. And the whole complex — cafe, hotel and cinema — is part owned by Benny Andersson of Abba.

Times recommends

• Big freeze: the latest airport and flights news
• 52 brilliant weekend breaks for 2010
• A well fed fit camp in the Moroccan sun