David Simkins
Google
Came to visit here but initially visited Parroquia Nuestra Señora del Rosario, almost next door, by mistake.  (The latter is, nevertheless, well worth visiting.)
The Oratorio is something else.  A small chapel in a cave, a first floor museum, and a stunning chapel on the second floor.  The latter houses beautiful pieces by Goya and Velazquez, plus the stunning altar itself.
Despite its small space, this is more special than the cathedral.  Well worth the €5 entrance fee.