Minicoy was a town and island near India on Earth.
An ambassador from the area inspired the saying "there's a warm wind blowing in from Minicoy", as he would "bluster, exaggerate, and dissemble to get what he wanted."
Benjamin Sisko told Jaro Essa of the story in 2370, slyly comparing the "bag of hot air" from the saying to the Bajoran Minister. (DS9: "The Circle")