A short review:
I visited the small beach of Benalnatura, which is 100% naturist. Free shower and toilet available, nice bar. The beach is not fully sandy, also many stones. At the afternoon hours it was some nice natural shade along the rocks. The water was very cold now mid/end June.
Easy and cheap to reach by bus from Malaga/Torremolinos - close to the bus stop "Flatotel".