We will be flying in that afternoon. I consulted The Fork and it looks like some places are open, but how reliable is that reservation site? I know many restaurants are closed on Christmas Eve but what about Christmas day? Thanks for your help.
A few, very few might be open Christmas eve and close to zero on Christmas Day. The only restaurants we saw open were associated with bigger hotels and they were packed. You may also review these comments on the same subject. It is not Malaga but the same still applies ----
https://community.ricksteves.com/travel-forum/spain/madrid-restaurants-open-christmas-eve