I can recommend: Rianxeira Restaurant Cabo Roig / La zenia
We have an apartment in La Zenia and have posted the following recommendation on the La Zenia Forum but thought it was worth sharing with all the users across the Costa Blanca Forum.
We have tried a number of restaurants in the area but in our view Rianxeira Restaurant is the best. It is located on the rear of the Cabo Roig strip behind the Sabadell Bank.
In the evenings they have a set menu with wine very reasonably priced and with great food. There is entertainment on various nights, on one visit it was a trio who were brilliant singing Spanish songs and the girl was a great flamenco dancer and one another evening a great Opera singer entertained us.
Additionally, Thursday is market day in Cabo Roig and at lunch time the restaurant serves a dish of paella which is excellent value.