As you know I am based in Spain when I went to the UK I ordered a UK sim, I put it in and it just worked so I would imagine it would be the same here in Spain.
The only thing is I ordered the SIM to be delivered to my friend's house in the UK. If you could do the same I guess that's the best. If not, get yourself to a Movistar or Vodafone shop when you arrive.
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