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Take the Commuter train to Alora through the orange groves of Malaga's hinterland, a pleasure in itself. Alora is one of those white villages on top of a hill, the train stops down in the valley 3k from the village, a bus service is offered but it does not meet the train, so take a taxi, the ticket office was helpful here. Stop at the top of the hill in the main square and explore the large range of shops, lanes, bars around, it is a very pleasant place to amble about.
At lunch time the only food available is in the bars, all the restaurants in the village seem to have closed but you can find a very good tapas and/or sandwich lunch in a bar off the square, before ordering a taxi to catch the train back to Malaga.