For cheap eats Madrid style, you should head to Bocadillos Oink. This shop is a perfect place for lunch or snack time. They are a takeaway food store, specializing in cheese rolls. In addition, the rolls and fillings are made fresh and their service is really efficient."
"Bar Costa specialises in bocadillos de queso Manchego. They are served on warm bread that brings out the flavour of the filling even more."