They're grilled planted in the sand at an angle around an open driftwood fire, often literally in an old wooden boat repurposed as the fire pit.
Espetos are whole sardines threaded onto long cane or bamboo skewers, planted at an angle around a driftwood fire, and cooked until the skin blisters. Málaga's beach chiringuitos (beach bars) grill them right in front of customers, sand and all.
Churros con Chocolate
Empanada Gallega
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Cava