You could dance flamenco in the street with a glass of sangria fused to your hand, but if you really want to pretend to be a true Madrileño, eat at Casa Dani. The family-run stand is found in Mercado de la Paz, a market in the heart of Salamanca - considered Madrid’s fancier neighborhood. Order a pintxo de tortilla, a slice of runny egg and potato omelette with the perfect amount of caramelized onions - the Spanish equivalent of a bacon, egg, and cheese breakfast sandwich. Drop in for a casual breakfast or for a quick afternoon snack to refuel after a visit to Retiro Park.