The erotic massage scene in Madrid is very rich as well. Apart from the usual Asians and their Nuru, Tantra, Lingham, Thai and other techniques you can also choose good-looking local girls. Their comic book moves: some are even advertising kinky stiff such as face-sitting-prostate-two-girl-massage. If you will look hard enough you will find everything and remember that full service provided by masseuses is not uncommon either in Madrid.
Tantra Palace at Calle de María de Molina, 16 (https://tantrapalace.com/) and Anais at three different locations in Madrid (http://www.masajesanais.com/) are just two examples of the many sensual massage studios. Most escorts advertising on the online directories also do massage services, so take your pick.