When I was there I visited Casa Havaneza, at Largo do Chiado 25 (https://goo.gl/maps/UuQu2pPEFho). Very poor pipe tobacco selection, but some interesting pipes (I bought a Peterson there, as well as one of their 2 house blends which I haven't tried yet).
You might want to contact the local pipe club, "Cachimbo Clube de Portugal": info@cachimboclube.pt . Their website was quite outdated, but when I emailed them asking for tips, they told me of a national slow-smoking contest that was happening around that time (which unfortunately I missed).