The Health Spa in the Hotel Tivoli Lagos used to have a masseuse and was also open to non-residents on payment of a fee. This was a couple of years back so not sure if the info. still applies, but it's worth investigating.

Managed to find one... hopefullly it will be good!

I didn't have to go far for a brilliant massage.
I recently stayed in my sis-in-laws apartment, (Edifficia da Vasco da Gama, opposite the marina, right near the bus station, and Luis's bar).
Her apartment is situated in a small shopping plaza, and a new beauty parlour has recently opened up directly under the apartment. I had the most relaxing massage ever. (Actually, I think it may have been Senses).

Senses advertise on the free map so the number should be on there.

There is also the essential spa at Boavista Golf.