Here is tasty place, it is simply amazing...
(just a 2 minute walk from the Chueca Metro stop)

Restaurante Vegaviana
Cocina vegetariana
C/Pelayo, 35
(Metro Chueca)
28004-Madrid
telef: 91 308 03 81
www.accua.com/vegaviana

order it all, you cant go wrong!

If I may add two recommendations for veggie restaurants in Madrid :
- El Granero de Lavapiés
Great neighborhood eatery, grannies from around the corner, the local motorcycle leather bloke, the enamorated hippy couple, no tourists.

- The other one is right behind the Cortes (Parliament). Up market place, posh ambiance, and the cuisine tries to cope with it.