yes, nevado... !
they definitely serve this in moncloa bars...
there is one in particular that my friends liked to go to that served it... i don't even remember what streets it was on or the name of the bar, but there is a huge bar area where they have outdoor bars in the summer, but that is basically a huge honeycomb of bars that is really hopping on weekends... they serve leche de pantera in some of these... there is also a gypsy bar (that was actually kind of scary) there.
¡buena suerte!