Hello,
I usually dive in Costa Brava, and the place that said Davide (Illes Medes) is maybe the most famous site but there are other interesting dive sites.
Take note that some diving centers are closed during winter time, not because it is not possible to dive but because there are much less people that wants to.
That being said, I love diving in winter, less crowded, I usually do shore diving. Also, some weeks would be hard due to weather conditions.
Any question about Costa Brava don’t hesitate to ask.