Hello mate, yes i saw Beaulieu Sur Mer on our travels through to Monaco, great to hear you were there, yes it was a little chilly in Monaco on the Saturday, the sun just broke through in the afternoon for about 30 minutes, and then it was chilly again, we were dissapointed as we thought the weather would be nice, but I am definately going back to Nice in the summer months.
I agree getting a schengen visa is hard work, the French Embassy is worse, however may I recommend the Italian Consulate for getting the visa, its straightforward and once you have been for an interview, it takes 2 weeks to get the visa, we took a 2 day trip to Rome one weekend to enter through Italy on first visit, and had a fantastic time.
The French Embassy can be awkward and time consuming, plus now as yo said, we can go to Calais shopping whenever we want.