If you will be travelling around and having meals out I suggest you try Senhor Frog in Albufeira (daughter of owner, Sergio, is coeliac - so he is very well informed and helpful) http://www.senhorfrogs-albufeira.com/frogs_026.htm
He gave me lots of advice a couple of years ago, such as:
1. Re SANGRIA. For some reason most Portuguese establishments put a little beer in their Sangria – so do check before ordering.
2. White RICE. Check with the chef that he/she hasn’t put Knorr (pronounced C-nore, ‘c’ as in cat) in the rice. [I presume this is some kind of stock cube or special flavouring for rice.] Apparently this is common practice now in many restaurants and it is not gluten free.
Other places I have tried nearby are:
Adega da Marina, Av. dos Descobrimentos 35, 8600-315 LAGOS (senior staff understand GF very well - prawns ("shrimps") to die for and good chicken, meat and fish with salad, boiled potatoes or rice);
Pastelaria Chicca, Rua da Várzea 3, Praia da Luz,
8600-137 LAGOS, is owned by an English woman and does GF.
Frozen GF custard tarts (Pastel de Nata sem glúten) are on sale in Pingo Doce supermarkets - not sure if in all branches.
Also Mcdonalds has a gluten free menu.
I see the menu of an Italian Restaurant in Ferragudo says “Vegetarian and Gluten Free Available” http://www.ferragudo-italia-restaurant.com/