In reply to andrewere:
You might want to ask these guys and check the downloads on their website:
http://sierranevadaguides.co.uk/rock-climbing-granada/
I think to get any decent climbing in though, you'll need to travel, as from (distant...) memory most of the rock south of Mulhacen is rubbishy schist and so on. Loja is good, but high and exposed, and will likely be quite cold at that time of year.