In madrid you cna easyly find a few decent vegetarians restaurants. They usually open from 1.30 pm to 4 pm and from 9 pm to 12 am. But some restaurants are open all day!

Fres Co (Sagasta 30, Narvaez 9, Las Fuentes 12, Silva 18, Caballero de Gracia 8)

Very rich and clean "All you can eat buffet": Salads, soups, pasta, and pizzas: Good Mediterranean cuisine inspired by the principles of a balanced diet. The best option for vegetarians, fresh food lover, and salad addicts. Drink and desert included (fruits, ice creams, pies…) Around 8 Euros by day during the week, around 10 Euros by night and on weekends.

Il picolino della farfalla (Huertas 6 metro Sol)

Very cute little restaurant pizzas, pastas, platos vegetarianos: Melú mondays to fridays 8,75 euros. good mediteranean kitchen.