Yep, there’s a non lucrative visa, and you can see the various options here: https://lanzaroteinformation.co.uk/lanzarote-visa-information/
I guess an option would be to come here on holiday, with a view to securing a job, return to your home country with a contract and then apply for a working visa. The hard part would be to persuade an employer to make a job offer prior to you having the credentials to live and work here.