It is a Mole Cricket. The species that occurs here in Britain, but is exceptionally rare, is Gryllotalpa gryllotalpa. In Southern Europe there are similar species, an I don't know how to distinguish between them (14 species in Europe apparently).
This is a mole cricket, Gryllotalpa sp. My understanding is that there are several European species and these are virtually indistinguishable other than using the molecular route. These crickets live a pretty subterraneous life where they feed on soft bodies invertebrates including worms and insect larvae. Males sing at their burrow entrances to attract a mate and are without doubt part of the ambiance of the Mediterranean.