Many of the pilgrims visiting Mount Koya are on their way to start the 88 Temple Pilgrimage on the island of Shikoku.
Not far outside Koya, approx. 15 min by car, is Otaki, a small town aptly named for the large waterfalls at its entrance. Once past Okunoin, take the Ryujin Skyline towards Shirahama and look for a small sign about 15 min down the road. The entrance should be on the right. Take the small road downward for about 2 minutes and the 2 large waterfalls should be visible from the road. It is an especially nice place to stop and have a picnic before leaving Koya.