Sesimbra is a fishing town and that is what you eat. The standard catch is grilled simply over wood — sardines in summer, sea bream and dorade year-round, swordfish steaks (espadarte) which the local fleet still lands by the tonne. The town's iconic dish, though, is choco frito: cuttlefish cut into strips, breaded, deep-fried, and served with lemon, rice, and a salad. Every restaurant in town serves it; the smaller tascas along the back streets do it best.
Avoid the international-menu places on the western half of the seafront promenade. The better restaurants are the older family-run rooms in the narrow streets just behind, and the harbourside tascas at the western end near the lota fish market. Look for blackboards rather than laminated menus.