Whats on What's on New Menu Steak at Leña Madrid From Monday to Friday, Leña Madrid offers a midday break full of character. Christmas at Leña Madrid The most anticipated season arrives at Leña with that special glow that only comes when everything smells like a celebration. NYE at Leña Madrid Ending the year at Leña means doing so surrounded by energy, toasts, and lasting emotions. Brunch at Leña Madrid Weekends start better when lived at a different pace.