"Wine tasting" is a very broad topic. Do a Google search for "wine tasting" in an incognito or private window, and you will see that Google serves up local results for places to go wine tasting in your area, meaning that Google understands the term to have local intent - people who search "wine tasting" are looking for places nearby to go wine tasting.
For a term with local intent, you want to make sure that your Local SEO is strong - that your website clearly says your name, address, and phone number; and that your local listings are claimed using a tool like Moz Local. By targeting the term "wine tasting in Bordeaux," you are effectively targeting the term "wine tasting" for the people you care about. You wouldn't want to rank for "wine tasting Chicago" since people from Chicago won't come to you for wine tasting.
For a very broad term, it's always best to narrow it down to a related keyword. You can certainly look at "wine tasting bordeaux" in the keyword tool and see what comes up. The volume for the keywords will be smaller, but it will be much easier to rank for that term and you will know that people who search for it are the people you want to reach.
If you are targeting a more specific term like "wine tasting cellars," you will also be adding the term "wine tasting" to your page a lot - since you can't say "wine tasting cellars" without saying "wine tasting"! Focus less on using the exact keyword phrase every time, and more on using natural variations of the term. This will make your content look more natural to both users and search engines. If you were writing a page targeting "wine tasting in bordeaux" and "wine tasting cellars," and were just writing about the topic without thinking much about keyword use, you would find yourself using variations of the terms, like "bordeaux wine," "wine cellars, "wine tasting," "wine tasting in southern France," etc. That is an OK thing to do, and even a good thing to do! Google expects to see these types of related term on the page. You just want to make sure you're using your target keywords in prominent places on the page such as your title, heading tags, and in the first few paragraphs, and that you're creating great content on the topic you've chosen.
Think about people who are searching for those terms. What kind of information would they want to see? This might be things like: What time is the tasting room open? What sort of wines can they taste there? Is there a tasting fee? Where is the winery located? What is the best way to get there? Including this sort of information provides a complete answer to their query, which is what Google is looking for.
I hope that is helpful!