Make your own way to Parque dos Caldeirões or opt for pickup from your Ponta Delgada hotel, having remembered to pack your swimsuit and towel.
On arrival to the park, receive a safety briefing before pulling on your provided wetsuit and following your guide along a warm-up route. Submerge yourself in a natural pool, then continue on a trail that involves a range of canyoning techniques, including jumping, abseiling, scrambling, and swimming, as well as a close look at the local flora and fauna. Enjoy light refreshments and snacks, and those who've opted for a full-day tour also tuck into a picnic lunch.
Eventually, return to your initial starting point, and replenish with a snack before heading back to your accommodation.