Thanks BKKLEE!
We picked up some rolls, jamon and cheese at that mercado last night so ended up having those leftovers for breakfast. The hotel here offered us breakfast tomorrow morning to make up for Marriott Customer Service giving us bad info. They have been very nice here and it is certainly not their fault that Marriott was wrong.
BTW, apparently the hotel air conditioning was turned off for the season last week. It was rather warm in our room last night and we could not sleep with the windows open, too noisy. They set up an oscillating fan today. They are doing their best to make us happy, and besides the breakfast thing we are.