You could find gluten free products included cakes.I haven’t gone to there so I just tell you as a possibility.
http://www.alcampo.es/WebPortal/Alcampo/Paginas/MiTienda/Home.page
Autopista Palma-Inca, salida 4
07141-Marratxà (Mallorca)
Ph N: 971 60 41 21
Openning times:10:00 a 22:00
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