Bar La Parra is one of the most-photographed spots in Setenil, occupying a prime position on Calle Cuevas del Sol with tables spilling out onto the narrow pavement beneath the rock overhang. It serves traditional Andalucian tapas — sliced jamón, local goat's cheese, ensaladilla rusa, and fried fish — alongside cold draught beer and inexpensive house wine.
The food is honest and good rather than refined, and prices are very reasonable by Spanish standards. Come early if you want a table on the terrace; by midday on weekends the most sought-after spots under the rock fill up. It is a welcoming, unpretentious place that represents Setenil's best quality: good food in a genuinely extraordinary setting, without any attempt to dress it up as something more.