At our first stop on this long and enjoyable evening, Bodegas Ricla (named for the Castilian village of its original owners), which first opened its doors almost 150 years ago, owner Emilio greets us warmly. His elderly mother Anna, who still prepares tapas and takes a keen interest in things, lives upstairs.
We also visit the stylish Sobrino de Botin, which is considered the oldest still-operating restaurant in the world (founded in 1725) and where the painter Goya worked as a waiter.
Blick chats amiably with one of the waiters and the doors to the kitchen open for us, where we can see row upon row of suckling pig coming out of the ancient, slow-cook wood-fire ovens.
But it is the smaller, less familiar places - such as a downstairs bar that can only accommodate 15 patrons, where the flamenco-loving owner plays his own old videos and sings along - that Blick introduces clients and friends to.
Two nights after our first introduction to the tapas and bars down narrow lanes in local neighbourhoods, he takes us across the city and near the bullring, then through anonymous suburban streets to an enthralling night of passionate flamenco song and dance at the little-known Cafetin La Quimera.
Blick - who in New Zealand had a career as a solicitor, worked in advertising, made some rock videos, and wrote and directed two award-nominated short films, Us (2004) and Roof Rattling (2009), the latter which appeared regularly on Sky - decided to reinvent himself some years ago and his first inclination was towards travel writing. Being in Madrid allowed him access to continental Europe and beyond.
"Then I realised that you could go to all these places, it was better to just be 'the Spain guy', which is the name I use on Twitter. So that's what I've done."
His book shelves are filled with Spanish history and culture, but much of what he knows has been picked up by just hitting the streets and bars.
And he jokingly dismisses that widespread notion - perpetrated by travel writers and foodies, he notes - that tapas involves only those little plates that people in Spain eat about 6pm before going out for dinner after 10pm.
"Tapas can mean just about anything here," he laughs.
"Some people think it is the olives or whatever you are given with a drink, which is what all bars do anyway. But people make a meal of those small plates.
"They may start in one bar known for its olives and then someone will say, 'I know a place with great sardines', so they will go there.
"In Santiago de Campostela in Galicia, we ordered a couple of beers and got a whole meal delivered. Of course when we ordered more beers that stopped, but they were 'tapas' too."
Although he still writes travel pieces for international magazines and newspapers, the food and history tours (and their offshoots such as wine-tastings and cooking classes) have taken off.
Now a partner in Madrid Food Tour - which is consistently awarded five-star reviews on TripAdvisor - he offers day and night tours (the latter more fun for all) and edits his own website of bars, menus and travellers' tips on how to order tapas and drinks. It includes places to go beyond the city, such as the mausoleum of dictator General Francisco Franco, which is built into a mountain.
On our final day in Madrid we catch up with James and wife Yolanda again. The night before he'd taken a tour that finished at close to midnight. The Mexicans he'd taken on a day tour previously had enjoyed it so much they'd engaged him for a night of bar-hopping - and they tipped heavily, he says.
I ask him what he did to celebrate. "I went and had a curry, actually."
CHECKLIST
Getting there: All four daily Emirates flights from New Zealand connect at Dubai, with the airline's daily service flying direct to Madrid.
Explore on foot: There are a number of tour options (history, bars, food, culture) and guests are given useful information on what to order and where to buy specific foods, drinks, olive oils and places to shop. James Blick is one of the guides on a four-hour cultural walking tour of Madrid through Madrid Food Tour. See also: Madridchow.com and Jamesblick.com.
Graham Reid flew to Stockholm with assistance from Emirates but paid his own way to Madrid.