I did a "Fat Tire" tour in Barcelona that included a local taking us around to different pub/restaurants to try their specialties, and then they dropped us at a Flamenco Show. Honestly that tour I think was my favorite part of the trip. Our tour guide was informative and fun. The show was just "okay", but when in Rome
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I didn't keep track of any of the places we ate. I tried to find the hole in the walls. We mostly just did tapas and drinks most nights.
Madrid I honestly just walked around most of the day, I went through the church and around the outside of the Royal Palace. I didn't have any tours or pre-planned itinerary as I was just there for the day and 1 night, then flew home.