Mermaid's Dockside Bar & Grill. From Virgin Gorda Yacht Harbor, walk south (turn right when leaving the marina) until you reach the round-about in the road (about half a mile). Turn right and walk another quarter-mile until you dead-end into this beach bar. If you enjoy a sunset cocktail, this is the place for you. Known for their Thursday night buffet, including Anegada Lobster. $15.