When he landed on the ledge on his backside near his companion, he felt pain in his chest and buttocks.
"I thought I was going to be a lot worse injured than I was. I could feel my arms and legs, and I wasn't unconscious, so I felt a bit lucky."
When he tried to get up and walk on his broken ankle, he realised the seriousness of it.
"You can fall a lot less distance and you can break your neck or anything. Overall I feel pretty lucky."
Mr McWilliam's worried companion covered him up with a down jacket and used a towel to support his ankle, and then went to a spot where he could get cellphone coverage to call for help.
He praised the amazing work of the rescue helicopter and staff in getting down to him.
A rescue helicopter spokesman said: "He was very lucky in the grand scheme of what could have happened. He could have easily died if he landed differently on the ledge. I'm sure...he counted his blessings."
Mr McWilliam - who is originally from Scotland - joked that landing on a "well-padded area that probably dissipated a lot of the force as well".
When he arrived at Christchurch Hospital, some of those treating him where those he had been working with.
"You are a bit reluctant I suppose to go into a place where you work, but actually it was a real relief to see people that you knew and trusted. It was surprisingly easy to slip into the patient role. I'm getting quite used to being waited on hand and foot."
He has had surgery to insert two screws in his broken ankle, and will be off it for six weeks.
A climber of about 10 years, Mr McWilliam will be back climbing when he is recovered from his injuries, and is determined to "knock off" the climb he failed to complete when he fell.
His parents, back in Scotland, had already said they wanted him on a plane back home.
"You expect to fall every now and then when you're climbing. I think you can just get unlucky from time to time."