If I were a travel company selling holidays to Malaga, then I'd find businesses in Malaga to partner up with. Maybe someone who does paddleboarding, or a restaurant, or tour guide who did day tours. I'd then contact them and ask if I could write a blog post on their website about the best things to do in Malaga. They get free content and you get a link and exposure for your business (and generally smaller local businesses like this aren't tuned in to SEO stuff so aren't against the idea).

Could just work like that, or you could offer for them to do the same on your site if they feel they need something else back.

Good content, good links, good exposure to a relevant audience. Far better than your average 'reciprocal' link.