Bocaditos, are mini bocadillos that are often served as a sort of tapa, or snack item.
Cien Montaditos is a restaurant chain here that offers 100 different types of bocaditos. On Wednesdays and Sundays, they lure in a large crowd by offering anything (but salads) on their menu for one euro. While the food there isn't the best I've had in Madrid, it's hard to argue with all you can eat, all you can drink for less than ten euros (maybe more if you're hardier than me).
For anyone coming to Spain and worried about finances, just know, that it is quite easy to fill your stomach for less than two dollars, on tasty bocadillos.