Nico & Diotima do a lot of lurking, and they mostly lurk behind the pillars of a stoa.
A stoa is a classical Greek portico. A stoa in classical Athens is where you go to see and be seen.
You would find people like Pericles and Socrates walking between these columns, under the shady roof, discussing affairs of state, or philosophy, or more likely passing on the sordid details of the latest scandal, and they would be surrounded by hundreds of like-minded citizens, all of them just hanging out.
You would also find Nico and Diotima behind the pillars, listening in on the conversations and going about their detective work. On most of the book covers they are drawn doing exactly that.
Here on the left are Nico & Diotima, with a stoa in the background (from the cover of The Pericles Commission).
On the right are two other dodgy characters. That's me and my wife Helen, in the reconstructed Stoa of Attalus, in the agora of Athens. We couldn't resist doing the cover shot.
That stoa is a reconstruction built during the 1950s of a for-real one from classical times. It realy would have looked much like this.
Here's a view of the same building, taken from the Acropolis.
You need to remove the Byzantine church in the foreground. Then replace all the vegetation with a lot of vendor stalls, because that space to the left of the Stoa of Attalos is the ancient agora of Athens, which obviously has seen better days. If you then replace the buildings in the background with whitewashed daub double-storey dwellings then you have the center of classical Athens.