Milos and Koufonisia are two of the Cyclades' great beach islands, but they sit on opposite sides of the group: Milos out in the south-west, Koufonisia in the Small Cyclades south-east of Naxos, about 55 nautical miles apart. This crossing links the volcanic coves and sea caves of Milos with the turquoise shallows of Pano Koufonisi in a single trip, which saves you going through Piraeus or changing at Naxos.
The catch is that it is a seasonal, single-operator route. Seajets runs it from April to October with high-speed boats, and the number of sailing days swings a lot from month to month. In Ferryhopper's monthly table, based on last year's data, April had one sailing a week, May and June six days a week, July four, August only two, September five, and October a daily boat. Always check your date before building the rest of the trip around it.
At four hours or more, it is also a long ride on a fast boat, and it is not cheap: fares on Ferryhopper started at €95 for one adult, and the monthly table showed €107.70 to €109.70. The boats have no car deck, so if you have a hire car on Milos, drop it at Adamas before you sail. Koufonisia itself is small enough to walk or cycle.
Arriving in Koufonisia puts you in the middle of the Small Cyclades, with short hops on to Naxos, Amorgos and Schinoussa. Our older route data listed this crossing as 4 hr 30 min from €95, which is in line with what Ferryhopper showed when we checked.