Praia da Luz has a tighter cluster of restaurants than its small size suggests, in part because of the long-established British population. The strip along Rua 25 de Abril and the seafront promenade covers the basics: grilled fish, cataplanas, piri-piri chicken, a handful of Indian and Italian places, and the inevitable English pubs serving Sunday roasts.
For Portuguese cooking, head off the seafront. The fish you want is whatever was landed that morning at Lagos — bream, sea bass, sardines in summer — grilled over charcoal and served with potatoes and salad. Cataplana, the regional copper-pot stew, is on most menus and worth trying once.