This happened to me in July.
I was at the Clock Tower across the street from the Retiro station. Must have made myself an obvious target because I was taking phoots of the tower. Felt the drops hit my back and realized what it was immediately.
Heard, "mister, mister, stop"...just started walking very fast without turning to look, ducked down the stairs into the subway station and they didn't follow.
It was thanks to this and other sites that prepared me and all it ended up being was some drops/stains on my pants.