I wouldn't worry about Captain Marvin's. It is an easy walk from the dock at Grand Cayman. Xcaret, on the other hand, is difficult to do on your own I think because of the half hour or so tender to the Mexican mainland and the need for transportation from the pier to Xcaret. Perhaps there are some excursion operators in Cozumel that will do all this for you, but I'm not sure I am aware of them. With Tulum and Xcaret, you are much better off going with the Disney organized excursions, in my opinion.