Well I have a new, AFFORDABLE, and filling option for you. VIPS.
VIPS has several locations in Madrid. Their food isn't always that good, their quality has been dropping over the past few years, BUT they have 1 item on their menu that never fails to satisfy my appetite. The Bikini.
The bikini is a toasted ham and cheese sandwich. Sounds simple and not that amazing right? Wrong! Add an egg to it and you'll have yourself a delicious sandwich. To make things even better, ask for a piece of lettuce and some mustard. Amazing!
The deal also comes with a coffee and an orange juice, all for the price of 4 Euros without the egg and 5 with the egg!
If you're in Madrid, run to your closest VIPS and eat a bikini!