No CGI was necessary when filming Dragonstone scenes. The long and winding staircase from Dragonstone beach up to the castle really exists. It is located in San Juan de Gaztelugatxe in northern Spain, close to Bilbao and San Sebastian. Once you have climbed the 241 steps which zigzag to the top, you will find a church. After ringing the bell at the door three times, you can make a wish. However, the custodians who look after the church really wish you wouldn’t! Enough, already!