Other posters have mentioned Air Europa, but DL itself is pretty well positioned in the Spanish market (MAD, BCN, VLC, AGP). If I were you, I'd take one of DL's nonstops into BCN or VCE, spend a couple of days there, and get to PMI on a separate ticket. You can nearly always pick up flights for less than EUR 20 each way (I usually fly Vueling in Spain). Or you kids might like taking one of the superfast ferries to Mallorca (they leave from both Barcelona and Valencia, although depending on when you go, service might be by regular ferry).