This is another article I read today and thought would share with you. The article is in bulgarian and is about the Varna black sea region, but I am sure they are using the same tricks in Sunny Beach. Basically a small chip (see article photo) is inserted in the ATM reading slot, which transfers you pin and card details to the thefts.
Скиминг устройства заливат морето, снемат ПИН за 30 секунди
Even tho construction works were supposed to be canceled starting from the 1st of June , Some hotels are still being built even today - 07 june 2006 . They probably have a special permit....