I am not a specialist in Eupithecia of the Canary Islands. Therefore Eupithecia rosai is just a proposition, no definite determination. Pinker points out the unique shape of the ventral plate of this species, resembling the horns of a gazelle which fits quite nicely. Therefore, it might be E. rosai. Is it possible to upload a picture of the pug as well? You can have a look on this species at http://www.lepiforum.de/lepiwiki.pl?Eupithecia_Rosai,
In any case somebody should confirm my proposition. If so the pictures could be included into our “Bestimmungshilfe”
As a final remark: it would be nice to indicate the exact date and location when the moth was caught.