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Subject to a £2 charge a day each for roaming, (thanks Boris you unconscionable c*n*), I bought a pocket router (TP) to use with a local SIM card. First attempts with Lebara were useless, their monthly recharge procedure a nightmare of "turn off data, send an activation SIM, wait for answer which never came, etc. turn on" and they were very unhelpful.
I then found a SIM card on offer from Amazon, €7.95, pay as you go, €1 a month plus costs, however data is free. It's designed for use in watches, cars, alarm systems - and pocket routers. Basically devices which do not make calls or send texts.
A wait of 24 hrs after filling in the forms (Spain is strict regarding registering SIM cards) and now it's on. If I don't report back here, it's working well.

On Money-saving expert I got an offer for Lyca Mobile. Unlimited SMS and calls with 4Gb data and EU Roaming.

5p/month for 6 months then £4.50 per month.

Sadly the small print on every UK contract I have seen says EU Roaming "subject to fair use" or similar. In practice this means a month of roaming, maybe two, per year. Then you get blocked.
There's a huge amount of free wifi in Spain, however now and then we are out of range and need the internet. €1 a month for connecting up to ten devices (in practice it's both of us) seems reasonable.

Just got the first months bill for the AMAZON Spain SIM card in my TP roamer. 87 cents. €0.87 for April. Somewhat cheaper than £2 a day roaming charge for each of the two UK phones it serves.