I’ve cycled from Vilnius to Nida to Liepaja to Riga and then onwards to Helsinki. The highlight of the trip was the Curonian Spit and Lagoon.
I met a few people who were cycling round the Baltic sea and all had to go around Kaliningrad as they could not get visas to pass through. Saying that, I have heard of one person on motorbike being able to ride through it from Poland to Lithuania. If i remember right, it was easier to get a short-term visa and get through quickly on a motorbike, whilst it would be tight on a pedal bike.
The food and drinks in Lithuania were great. There were loads of Russians on the coastal tourist spots. Generally speaking, the folks in big 4x4s (and Russian plates) drove like maniacs.
Luckily, the coastal cycling route from Nida to the Latvian border was excellent. Once crossing the border, the cycle route suddenly disappeared and we cycled on sand dunes, with me on a road bike.