I cannot think of anything that is a 'must do' on any camino, other than perhaps staying safe. There are plenty of things that I would recommend, although it is some time since I walked that route, and things can change.
- stay at the parish albergue in Granon
- take a detour to the albergue at San Bol - it is not too far off the main track, although you might not want to soak your feet in the spring in January.
- take a break at the ruins of San Anton
- take the river route into Burgos
- enjoy the smells of the eucalyptus trees - pick a leaf and rub it in your hands - but remember that they are an environmental disaster