I would use MalagaShuttleBus. They work very well. Order and pay in advance.
- Order at least 72 hours before.
- 20 € per person.
- A shared ride.
Tell them which Nerja hotel that you would like to be dropped of at.
The driver will wait just outside the exit of the entrance hall with a name sign until everyone has arrived. (The max time I have had to wait before the shuttlebus is driving towards Nerja is 40 minutes.)