"I adore the city and I have so many fond memories of spending time there," she beams.
"Just hearing a lovely Scottish voice reminds me of it - I have such big love for Glasgow."
Former Bond girl Fiona is one of the current crop of celebrities strutting their stuff on hit BBC Saturday night show Strictly Come Dancing.
She reveals she would love to do the live touring show, which arrives at the Hydro in February, if it meant getting the chance to come back to Glasgow.
"Oooh, fingers crossed I get asked to be part of it," she says. "I'd love to dance in Glasgow. I spent six months there in 1991, filming The Bogie Man with Robbie Coltrane, and I had no idea just how wonderfully cultured and beautiful it is.
"It helped that I fell in love with a Glaswegian, of course. We went to all the museums and galleries, and spent time wandering around the west end and it was such a special time in my life."
She adds, with a giggle: "I didn't do any dancing in Glasgow, but I did spend a lot of time in the Ubiquitous Chip...."
Fiona is making an impact on Strictly - co-presenter Tess Daly has tipped her as "one to watch" and even acid-tongued judge Craig Revel Horwood said he liked watching her dance. In the first week, she wowed the audience with a fiesty tango, and at the weekend, her cha cha "showed lots of promise", according to Revel Horwood's fellow judge Darcy Bussell.
But if she has any chance of raising the glitterball trophy - or even making it to the final - Fiona says she must conquer her nerves.
"Sometimes I have a bit of a meltdown, when my brain and my feet don't speak to each other and I forget all my steps," she groans.
"If I can't get my nerves under control, I don't know what I'll do. I'm working hard - seven hours a day, and I'm really feeling it."
She smiles: "But on the plus side, I get to spend seven hours a day with the lovely Anton du Beke. I'm extremely lucky - he is just adorable and I hope I can do him justice. And we do have lots of cups of tea, so it's not all training...."
Fiona says Strictly has given her the chance to "get fit at last".
"At 56, I'm the oldest female on the show, and I'm quite proud of that," she says.
"I've never been proud of being old before. I was never a big fan of the gym, and I'm certainly not the fittest person in the world so it's tough. But it's lovely to think I might be a role model for women in their 50s.
"So often, we're told that once you get to 40, it's all over and that's nonsense. I didn't have my daughter, Lucy, until I was 39. I think as you get older, you are more confident and things cease to bother you so much. I'm much happier in my 50s than I was in my 30s, when I was an emotional wreck."
Fiona starred in several well-known TV series in the 70s and 80s, including hospital drama Angels and The Charmer, with Nigel Havers.
But her most famous role was KGB temptress Pola Ivanova in the 1985 movie A View to a Kill, where she shared a bubble bath with 007 himself (Roger Moore).
In the mid-90s, she turned her back on showbiz and settled down in the Cotswolds to concentrate on family life and a new career in property development.
"Strictly is the antithesis of my normal life in countryside," she smiles. "It is surreal to be on the show. I hadn't been in the business for so long and suddenly, there I was, back in the make up chair, getting my hair done and my nails painted.
"It's like I have suddenly been transported back to the 80s, picked up and dropped straight into a television set. It feels like my life has gone full circle."
Fiona is modest about her chances of winning the competition, despite the plaudits from judges and viewers.
"It's very sweet of you to say I'm a contender, but I really don't think I am," she says. "I have been a Strictly superfan for a decade and being asked to do it was a marvellous opportunity I couldn't possibly turn down.
"But when it's all over for me it will be easy to go back to my life. I have my family to look after, a business to run, books to write - lots of things I still want to do."
She smiles: "Doing Strictly is wonderful but a return to the showbiz life? Not a possibility...."