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THIS RESTAURANT HAS CHANGED LOCATIONS Cafe Madrid Restaurant Review: A slice of the Mediterranean is alive in Holladay. A beautiful fountain, garden and wrought-iron gates welcome guests. The charm flows inside where the sounds of Spanish guitar waft through the three dining areas and walled-off patio of the family-run restaurant. Your meal begins with house-made rolls, tapas and small platos. Everything from the spinach croquetas to pierna de cordero (slow-roasted lamb shank) is authentic and flavorful. If you have time to plan ahead, the seafood, meat or vegetarian paella requires a 24-hour notice, but it's worth the anticipation. Your server will help you select the ideal sangría, sherry or Spanish wine from the wine list. Cap it off with a light citrus mousse de limón topped with pecans.