Sorry, there really is not a heck of a lot in Nassau, especially in the winter. They can go to the straw market or do high end shopping or take a carriage ride and there is a staircase kind of thing which is pretty famous (sorry, the memory is the first thing to go!!!), but just not a lot there in Nassau.. Otherwise, snorkelling or other 'on the water' type excursions might well be pretty darn chilly at the end of January. If they decide to do something on the water, make sure they understand that. .