Just to give some brief feedback to anyone who may be going to Nerja or similar in a Villa in the near future.
We used the Mercadona at C/San Miguel, Pasaje San M, Nerja, which I think is the one kindly recommeded by LizSpain and others (sorry not great on directions

) so many thanks for this.
It was great for holiday grocery shopping, not too big so it didn't seem like you were doing your 'shop' at home and mainly used by Spanish people which I liked.
Three bills though
61.25 Euros - day 1
59.60 Euros - day 3
18.96 Euros - day 5
So 139.81 Euros

for a week of shopping peripheral to the main meal of the day, apart from one evening meal on the first night.
I honestly feel for what we bought this was expensive, I know folk will say 'but it's the exchange rate' well that's true, but it doesn't make it any less significant when doing your holiday budget.
We ate out in restaurants 6 evening out of 7. So these bills were for breakfasts, soft drinks, water, lunch stuff and one dinner that did involve a lot of entrecote steak and large gambas.

Only alcohol bought - two bottles of cheap wine and 12 tiny san miguels.
In comparison restaurants seemed good value as we never paid more than 80 euros a night for a good quality, 2 course meal for 4 although we are not big drinkers and normally managed with a litre of 12 euro sangria and bottled water.
Superb selection of restaurants in Nerja, all interspersed with lovely little tourist shops selling better than average products, beautiful costume jewelry, clothing, leather goods, paintings, interesting liquor and food shops, etc in an area near the Balcon de Europa. We also ate in Frigliana village a couple of times which was lovely and so scenic.
We had a brilliant time and would go back in a heartbeat.
Hope the info might help someone, Doe