Bodega de los Frailes ★ 4.4
Why locals love it: Conde Duque cellar bar behind an unmarked grey door; 60 by-the-glass Spanish wines and a tortilla con cebolla that runs the city's finest egg-and-onion variant.
Tip: Walk-in. Closed Sundays. The tortilla con cebolla runs 5 euros per pincho; the wine list is 60 by-the-glass.