An essay from William Wildblood at Albion Awakening:
http://albionawakening.blogspot.co.uk/2017/01/pilgrimage.html
I agree - and indeed try to make my holidays into some kind of pilgrimage - focused on a specific act of pious homage to some person whom I admire or place that has personal meaning, when possible; although I don't take this aspect as seriously as I should.
For instance, in 2011 when the family visited Oxford I went to CS Lewis's church in Headington Quarry to see where he was buried (alongside his brother Warnie), attended a communion service and sat in Jack Lewis's regular seat (which was hidden from the pulpit - Lewis used to sneak-out before the sermon, typically). By arrangement, I and a few others were shown around Jack and Warnie's home The Kilns, and wandered the grounds - meditating and reading.
I walked one evening alone to look at Tolkien's two homes in North Oxford, later visited his grave; and one early morning found the graves of Charles Williams and Hugo Dyson.
On a 1998 visit to New England I visited Emerson's house in Concord, and the graves of the Transcendentalists in Sleepy Hollow; and my wife and I walked around Walden Pond very early one Fall morning when nobody else was around. In New Hampshire, we later visited Franconia and Bethlehem - for their connections with Robert Frost.