If all else fails, Boi na Brasa is a rooftop Rodizio place that's very down to earth and has live music on Fridays and Saturdays. Great views, quite acceptable Rodizio, can get windy outside depending on the weather.
But then a meal on your terrace overlooking the ocean is quite the treat as well. The € 15 room service charge for breakfast is very much worth it on a sunny day.