Mario Sandoval made his family restaurant Coque a destination in the village of Humanes outside Madrid. Now the vegetable-obsessed, two-star Michelin chef has found a space in the city, in a former club in the Chamberi district. The 60-seat Coque Madrid features two tasting menus with dishes from the country’s 17 regions. His signature suckling pig—with such garnishes as passion fruit, changing with the season—has stayed on the menu, but Sandoval is turning his attention to grain-based dishes in the new space. The original restaurant has become a cooking school.