Right in front of Atocha-Renfre train station, El Brilliante is a popular sandwich shop, known for it calamari sandwich and typical Madrid breakfast of freshly made churros and thick chocolate porras.

Near the modern Jesús de Medinaceli Basilica, El Olivar is a cozy family-run tapas bar with only a three or four tables. A few blocks from the Prado, it has a casual vibe with Flamenco music playing in the...