In reply to Chris Sieradzki:
There's some development, including some bolted routes, in a short but spectacular dry river gorge near Betancuria, which is high in the mountains in the centre of the island. I only know this due to coming across them during an abortive attempt to descend the gorge on a mountain bike. The gorge is called the Barranco de las Penitas.
http://www.shutterstock.com/pic-143194372/stock-photo-central-fuerteventura... There's some bouldering potential there too IMHO.
Don't know about elsewhere on the island though.
HTH
Dave