The main attraction of Mijas is that it is a pilgrimage site.  There is a small chapel dedicated to La Virgen del la Peña.  It appears to be well-attended judging by the quantity of fresh flowers.  Alas, that is all I know about the spot other than its location.  I was able to find out a very little more by searching the internet.

Mijas, perhaps because it's a pilgrimage site, attracts many visitors, and where there are visitors, there are carriage rides...

...and donkey cart rides.

There's even a statue of a burro in the town square.