You sound like you are having a great time. Some of the small side areas of Malaga are beautiful and the panaderia's (bakeries) are what I remember, but they aren't good for a Moose diet.
Too bad you passed "The Rock" at night. When I saw it I was amazed that it looked just like the pictures. For some reason I was thinking it would look different.
Keep having fun and I'm enjoying cruising, vicariously, with you.