Onlookers claim the pair seemed quite keen on one another and were spotted walking arm-in-arm along the picturesque shore.
The day after they returned from Ibiza, Sienna, 25, and 39-year-old Rhys met for a drink in a trendy London bar.
Earlier this month, it was reported Sienna - who was previously engaged to Hollywood heartthrob Jude Law - had fallen for her new co-star Sean Bean.
The blonde beauty recently invited Sean to spend a romantic evening at her west London home and even cooked Sean a special beef stew.
A source said: "She is completely mesmerized by Sean already. She has told friends that she can't help feeling transfixed by his green eyes and loves the fact that he is a real macho man."
Sienna and Sean, 48, are due to start filming Oscar Wilde's 'A Woman of No Importance' in September.
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