Torremolinos market is on a Thursday 9 till 1ish.Its just a 15-20 min stroll away from the Griego Mar,which is up in Torremolinos town ,not near the beach.Just walk to Calle Europa, just around the corner from the hotel and keep going.
The water park is near the market also.
San Miguel St is not far from your hotel.
Benalmadena/Arroyos market is on a Friday,up near Tivoli world.

Hi The Allinsons,

I stayed in Greigo mar last month, we aked for dirctions to the market from the lady in the shop there, she sent us the long way round, if you walk out of the hotel, turn right to the end of the road turn right again, it is at the top of that road you cant miss it from there, I was not impressed with the market. Hope you enjoy your stay at the Greigo Mar as much as we did. If you have any questions don't hesitate to pm me I will help if I can.

wgipk.

Hi The Allinsons,

I stayed in Greigo mar last month, we aked for dirctions to the market from the lady in the shop there, she sent us the long way round, if you walk out of the hotel, turn right to the end of the road turn right again, it is at the top of that road you cant miss it from there, I was not impressed with the market. Hope you enjoy your stay at the Greigo Mar as much as we did. If you have any questions don't hesitate to pm me I will help if I can.

wgipk.

Hi The Allinsons,

I stayed in Greigo mar last month, we aked for dirctions to the market from the lady in the shop there, she sent us the long way round, if you walk out of the hotel, turn right to the end of the road turn right again, it is at the top of that road you cant miss it from there, I was not impressed with the market. Hope you enjoy your stay at the Greigo Mar as much as we did. If you have any questions don't hesitate to pm me I will help if I can.

wgipk.

If you are near the railway station get on the train and go to Fuengirola market on Tuesday morning -very large.You can get off at the terminus and walk back or the next to the last station and walk forward - as short as it is long really. If the kids are interested you could combine the market with a trip to Fuengirola Zoo.
Same train on Friday and go to Benalmadena Costa/Arroyo de la Miel market - it is right outside the railway station or walk down the hill to Paloma Park and the other part of the market is in the Park. Nice place for a walk round as well as looking at the market. Near the railway station market is Tivoli World (amusement park) and there is also a cable car ride up into the hills behind Benalmadena.
Flea market in Paloma Park on Wednesday and Sunday in Torremolinos.
Whilst in Benalmadena have a look around the Marina - there is a Sea World there but IMO not up to much.