This article proposes the Two-Phase Local Search for finding a good approximate set of non-dominated solutions. The two phases of this procedure are to (i) generate an initial solution by optimizing only one single objective, and then (ii) to start from this solution a search for non-dominated solutions exploiting a sequence of different formulations of the problem based on aggregations of the objectives. This second phase is a single chain, using the local optimum obtained in the previous formulation as a starting solution to solve the next formulation. Based on this basic idea, we propose some further improvements and report computational results on several instances of the biobjective TSP that show competitive results with state-of-the-art algorithms for this problem.