Pomeroy Kananaskis Mountain Lodge via Canada's Rocky Mountaineer

We are exceedingly lucky with the weather. It's early May, there's an icy nip in the air and the Rocky Mountains here, just west of Calgary, are still liberally coated with snow. Marvellously, another 10 centimetres or so has fallen overnight and we wake up to the "winter wonderland" promised during the two-day Rocky Mountaineer train trip from Vancouver.

That trip ended in Banff, but we've now travelled the extra 80 kilometres (55 as the crow flies) to the Pomeroy Kananaskis Mountain Lodge, Autograph Collection, a five-star hotel whose name could choke one of the grizzlies that frequent these here parts.

The lodge is the sort of luxurious and elegantly rustic place where the soap is a "cleansing bar", the beds are the very opposite of rocky and the coffee machine pods are organic, fair trade and 100 per cent compostable. There's even a 4600-square-metre open-air Nordic Spa with five plunge pools of varying temperatures, five steam and sauna cabins, an exfoliation room and fireside loungers.

It's a place where you can, as we do, rug up for alfresco pre-dinner cocktails and s'mores – that traditional North American campfire treat of marshmallow, chocolate and biscuit – cooked over an open brazier on the back patio, and then chow down on enough Canadian beef to keep even the hungriest grizzly happy.

It's all very civilised and very much in contrast to the manly ruggedness of its surroundings, which consist of wilderness, forests, mountains, eagles, rivers, lakes, bears and more wilderness.

I've only been in Canada for a few days but already I've heard tales of people who were chased by bears, had arms torn off by bears, been scalped and left for dead by bears. You are not a true Canadian, it seems, unless you have been nibbled on by a bear. It certainly adds a frisson to my early morning stroll.

The first things I come across are a couple of deer grazing right outside the entrance to the Nordic Spa. They are snout deep in fresh snow, nuzzling around to get at the grass beneath, totally unconcerned by my presence. It's one of those moments when you look around for the hidden cameras, for this must be some tourist board person's idea of a joke, right? Nope.