The best place to eat is atmospheric Cueva La Martina, opposite the windmills. The cave-like dining area is dug into the rock, and there's a breezy upstairs terrace with views over town. Dishes to try include the super simple asadillo manchego (a slow-roasted vegetable casserole dominated by red peppers) or the richer Burgos-style black pudding.
It's popular with coach tours so get here early to snag a table.