Decent selection of products now available in Lidl and Mercondona supermarkets
The comment only really applies to the self catering and Iceland is the better bet anyway for prepared foods. I can't say that the two supermarkets mentioned are especially good compared to the others around but every little helps and in Spain it is little. I haven't checked out Carrefour but it is enormous so is quite likely to have a good choice.
After 20 years I still can't find much in the way of Vegetarian restaurants but fortunately Malaga city has a few.
Fair point 're self catering vegetarians and vegan, but it is, hopefully, a start...