As others have said don’t stay in Monaco itself. The Beausolais area is a good bet, it’s in France but walkable from Monaco, frankly it’s pretty hard to see the difference. ( I will say I only go for the yacht show and I am normally drunk).
Other than that any town on the trainline from nice, cap d’ail is nice and you get nostalgic about the dh course. Don’t miss the last train its a long walk at 2 in the morning!