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Mykonos Grill Restaurant Review: Splashy Aegean blues and moderately good Greek food comprise the typical experience here. The place is popular, and you'll find plenty of fellow diners wrestling with the appetizers---the winners are feta-stuffed mushrooms and the spanakopita---and aggressively dipping chunks of bread into the green-gold olive oil. The menu lists an uninspiring selection of dishes where you may find rare lamb in the kebab and the cooked vegetables quite limp. The Greek desserts, especially the creamy rice pudding, help end the meal on a sweeter note. For a finale, try the Greek coffee or a coffee drink called Zorba that will wake you right up.