Grazalema's food is mountain food — heavy, simple, and very good. Three local dishes you should not leave without trying: gazpacho serrano, a warm vegetable soup thick with bread that is not the Andalusian gazpacho you know elsewhere; tagarninas (golden thistle stalks) in winter, served with eggs or in stews; and the local payoyo cheese, made from the milk of the goats that graze the sierra. The restaurants on and near the Plaza de España do all of them well.