If you do some research on what local food is like in Malaga, you will come across the Chiringuito. These are basically, shacks or small restaurants on the beach, which are well known for cooking fish Espeto, which is barbecued on a stick.
My research led me to El Caleno. The restaurant itself is on the beachfront, and the bbq shack is on the beach itself. I would recommend you ask your hotel to call ahead for you to make reservations. It got very busy when we went for lunch. This is the bbq shack:
We had a nice seat right in the front outside. We started with an unremarkable salad:
…and some white fish. In order to gain the maximum enjoyment from these, you should suck all the juices from the head, and then eat the body meat. These were good, but not the best I had in Spain.
We then had something that I tend to order whenever its on the menu in Spain – Carabineros . These are giant prawns best enjoyed grilled (Milos in Las Vegas will there them with a shot of sherry in the head). As above, the head contains some of the best flavor, and the restaurant provided a spoon to get all the good stuff out. These were good, but also not the best I’ve had in Spain.
Next the main event. The sardines. I walked to the bbq shack to watch the prep.
…and some of the cooking:
…and the final product:
While everything was fresh and good, I would not say the food was outstanding. I would say that in Spain, the very high end tasting menus and ham are outstanding. The “everyday” food such as the above, tapas, paella etc, did not impress me as much. However, the service at this place was good, and you cannot beat eating local food on the beach. Therefore, I would recommend this place for the experience. 7/10.