They're grilled planted in sand around an open fire, often inside an old wooden fishing boat filled with sand and repurposed as the fire pit.
Espetos are whole sardines threaded onto long cane skewers, planted at an angle beside a wood 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