Here is a list of don'ts:

First: Don't continue trying to make the film that you started in Kastoria and somehow link the two together.
Second: Don't make the meaner streets of Thessaloniki look like Sarajevo during a war. The Thessalonikiots will complain that you're not being realistic enough, and you should flatter their city by showing it from all the best possible angles, and the best (stunning) views from the hills.
Third: Don't leave the (light) camera unguarded on a tripod for a moment, as the tripod is liable to catch a gust of wind and crash onto the balcony floor, carrying your camera with it.
Fourth: As there are more TEFL teachers in Thess, you try to rope them in to act some roles. Don't accept lunch with any of them who can't cook.
Fifth: Don't film in or above obviously noisy places, like Egnatia, if you want to hear the dialogue.
Sixth: Don't pretend you're Finnish when a kamaki (harpoon) tries to steal one of the glamorous TEFL teachers off your cast by giving that oh-so-famous greasy grin and muttering savagely witty lines like 'whatcha doing tonight, babe' to afore-mentioned starlet. Afore-mentioned starlet will only be able to pretend she's Finnish and doesn't speak a word of English for about thirty seconds,. and then she'll burst into fits of giggles, which will convince afore-mentioned kamaki that he's somehow being extremely funny, and will lard on even more kamake-charm.
Seventh: Trying to speak Double Dutch and making it sound like convincing Finnish is an art form in itself, probably filmable under the right circumstances, so don't try unless you're already a great actor.
Eighth: Don't upset kamaki by making it quite clear that all this "Finnish" is a way of showing how much you are laughing at his attempts to chat up starlet, because the cheese will disappear as quickly as a Camembert next to a mouse, then you will get a string of abuse about foreigners and who do they think they are, how we should all go back to where we come from, etc. etc.
Ninth: When filming in the Old Town, make sure your convincing running doesn't result in you tripping up over some loose stones, or down a set of steps.
Tenth: Don't neglect to treat your cast to a meal in one of Salonika's excellent tavernas - the food capital of Greece is to be relished.
Eleventh: You may get a little carried away by the stunning views from the hills. Slow, Antonioni-style pans where your actor gradually appears in the corner of the frame while below him the mighty city lurks and in the distance the sea sparkles away to a ship-silhouetted horizon are only to be done by a really skilled cameraperson who knows his or her tripod, so don't even contemplate the shots unless the cinematographer (posh word) knows what he or she is doing, or unless you know what you're doing and can instruct them accordingly.