Carnaval de la Harina Activity · Alozaina, Sierra de las Nieves, Málaga Image of Alozaina, not of the place itself. Considered the first carnival of the Serranía, it is held in late February with participants covered in flour; it includes the "baile de la rueda" (wheel dance) and the burial of the sardine. finales de febrero Photo: Tyk (CC BY-SA 3.0) What to see and do in Alozaina