The following hotels are a selection of those in Essaouira which have pools: Hotel Atlas, M Gallery, Hotel des Iles, Ibis, Ryad Mogador, Villa Quieta, Riad Zahra. All are outside the medina walls. (Space constraints and building regulations make it almost impossible to site a pool in a riad-style building inside the medina walls). All charge something like 80-120 dirhams entry per day, I am not sure if they heat them in winter.
Inside the medina, the 5* Palais L’Heure Bleu at Bab Marrakech has a rooftop pool.
There are several villa-style guesthouses out of town which offer a lunch + pool deal. My favourites are listed here.