If you come to Madeira, come to snack-bar "Casa de Pedra" at "Madalena do Mar" ( name of village at "Ribeira Brava" region)). And try whatever , it will be good. Go for half dose ..will be more than enough ( they serve well). I would suggest the fish and sea food you not regularly eat. You have to try also "picadinho of beef" . We do it here like nowhere else.