I'm not so confident with this identification leading to Lipophrys pholis because in your second photo I see some appendices on the head (but I'm not sure because they could be also algae from the background). Lipophrys pholis has not appendices on the head. In addition this species follow an Atlantic distribution being more frequent from Gibraltar to the England. I rather suggest Lipophrys trigloides.
As the other species of Genus Lipophrys, Lipophrys trigloides (and Lipophrys pholis) has no supra orbital tentacles.
According to Daniele, in Mediterranean, Lipohrys pholis is essentially distibuted around Gibraltar (Francisco S.M., Faria C., Lengkeek W., Vieira M.N., Velasco E.M., Almada V.C., 2011, Phylogeography of the shanny Lipophrys pholis (Pisces: Blenniidae) in the NE Atlantic records signs of major expansion event older than the last glaciation, Journal of Experimental Marine Biology and Ecology, 403, 14–20). However, in fishbase, the distribution includes the balearics.