If you ever go to Monsanto you’ll find quite a few of these doors. And no, there are no hobbits in Monsanto (not that I’ve seen, at least).
This village, the most Portuguese of Portuguese villages, has been built despite all the rocks and boulders typical of the area. Instead of giving up and going somewhere else people adapted and used the local topography in their favour, building houses, shelters and storage spaces in the middle of/on/around rocks. This is probably a storage space, but you can see some roof tiles on the top right part of the photo – which means it might also be the door to a house, with windows on the other side. Cool!