I searched on Omio for February 12.
Milan to Tirano, €13, around 2:35h, Trenitalia/Trenord (regional train). A lot of trains to choose from.
Tirano to St. Moritz, €40, around 2:25h, with SBB. Again, a lot of departure times to choose from.
I'll attach the video where I got the idea from as a reply, and it seems that you can actually find a lower price (€12,50 + €30). The video is in Italian, but I can translate it in the next few days if someone needs it.
quotingBernina Express, top of the bucket list. I said at some point that I want to wait for the little one to grow, and then enjoy it.
nevent1q…dhgw
#trainstr
