Getting lost is indeed a good idea, but some visits require some advanced planning.
I’ve found that one of the most challenging walk to do in LZ is the Tremesana walk in the Timanfaya park.
It’s challenging not from a technical point of view as it’s rather flat and only 3,5 km long but because it’s only available as a guided tour and there are very limited seats available (usually max 8 persons a day) and booking is only possible about 1 month in advance.
It’s very different than the bus tour in the park, much more interactive as the guide can answer your questions and you get to walk in some incredible landscape.
Details can be found here :
https://www.reservasparquesnacionales.es/real/ParquesNac/usu/html/listado-actividades-oapn.aspx?cen=6