Small voltage reduction
I have been told this can be done with a Diode.

Well, yes, but.  A small-signal silicon diode will drop around 0.7 volts always -- which means that when your battery is almost fully discharged, your radio will still be getting 0.7V less than the battery.
It would be much better to get a voltage regulator.  3.3V is a common voltage, and it should work well with your stated voltage range.  You want to get a true low dropout voltage regulator.  For a while, manufacturers were calling any 3-terminal voltage regulator &quot;low dropout&quot;, even when they had 1.5V or 2V dropout voltages.  This means that you need to scrutinize data sheets (fortunately, they usually list &quot;dropout voltage&quot; or &quot;drop out voltage&quot;, so you can do a text search).
A 3.3V regulator with a 0.2V dropout voltage will give you a solid 3.3V until your battery voltage has sagged to 3.5V, at which point it'll give you (battery voltage) - 0.2V.  That's going to be much more satisfactory than a diode.