Lhardy is a delicatessen
You have to feed the body and not just the soul. Putting away a three-course cocido madrileño – a stew with chick peas, meat, sausages, vegetables, and broth, would be my first choice. And here we have the problem. There are endless opinions about where to get the best cocido in Madrid. I would recommend Lhardy, which is just a few steps from Sol (reservations recommended: 91-521 33 85 /522 22 07). The meal will run about 65 euros because, even after a century and a half of continuous operation, Lhardy is still a refined and expensive place. Afterwards, I would recommend a bit of “Spanish yoga”, even if for half an hour, to recover from the calories.