Hey there,
based out of Frankfurt I am in a similar situation. I usually do my 4 segments overnight, i.e. Friday to Saturday, and I prefer the winter.
Even though the flight departs FRA late, it still has quite a few connections: HER, SKG, LCA, TLV, BEY, possible IST to name a few. I think the flight back is more annoying, as it departs ATH to FRA around 8 AM.
Therefore I prefer to use the SKG flight back to FRA, which is iin the afternoon. I usually fly FRA-ATH-HER on Friday, then HER-SKG-FRA on Saturday or Sunday.