The ol' Ramrod Club (Mykonos) looks like something Mark would enjoy. Coincidentally, it's on the beach just like Joey's in Biloxi.
I'm not exactly sure what goes on in the B.A.Q (Be A Queen) building (Mykonos), but it sounds like something up John's alley. Maybe he could share his beauty tips there.
Here is a knife and gun store in Athens. I believe all of the guns are actually BB guns though so don't get too excited.
Just not so sure what the neighborhood is like after dark. This was right around the corner from the slice shop in Croatia.