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Capriccio Grill Italian Steakhouse Restaurant Review: This white-tablecloth restaurant is located inside the famed Peabody, an upscale boutique hotel known for its daily duck marches. Capriccio offers flash-seared steaks and chops and also a variety of pasta dishes such as spaghetti Bolognese and chicken Parmesan. Truffle-scented steak fries and mac ‘n’ cheese with shrimp and bacon are among steakhouse favorite sides. For dessert, try one of the Peabody’s signature chocolate milkshakes or the warm Godiva chocolate cake. The wine list is decent, with selections that lean more toward labels from California, although a few from Italy and Australia are included.