If you want to go abroad for a few days and are craving good gluten-free food, I'd recommend going to the Nordic countries. They are rather close to Russia - especially Finland: the Helsinki-Petersburg train takes 3.5 hours - and they are basically gluten-free heaven on Earth.
I have been to Norway, Sweden and Finland (I don't know about Denmark or the "further" countries) and my gluten-free experience was equally satisfying in each of the three.
My first example may not be your first priority but I think it illustrates rather well what I mean: the only 4 European countries in which McDonald's (and many other fast food chains) offer gluten-free hamburgers are Norway, Sweden, Finland, and then Spain. This obviously implies that the great majority of other restaurants include gluten-free options, and with a very low risk of cross-contamination.
This also means that calling the hotel before your trip to ask for a gluten-free breakfast is unnecessary! Most hotels have a gluten-free corner on their breakfast buffet and will give you toasted bread on demand. The same goes for cafes, which most often store at least one gluten-free (and good) item.
So, really, the main issues when going there is that food and (especially) alcohol are really expensive, and that you may nevertheless decide never to go back home!