First thing we did in Helsinki is we went to the bakery to stuff ourselves with rye bread. It is traditionally shaped into a circle with a whole in the middle for hanging up on the bakery wall. I tried to imitate the original, without much luck. I used my rye bread starter, three times rising the dough, and I've added much more rye flour than I would to my usual staple bread (for which you can find a recipe here. Just give me a shout if you need a starter, I always have a spare jar in a fridge).
And that is the real stuff: