These round depressions are a natural formation that allow the ocean waves to enter, swirl around and exit the “baths.”
You’ll need a good pair of shoes and a little determination to get down to them, but with care you’ll make it alright.
Caution: check the tides before you go. The baths can fill up rapidly and forcefully at high tide particularly if you see any white caps on the ocean. It would only take one strong wave to wash you out to sea, so be careful, we hate losing tourists.