Al Natural has a very good selection for vegetarians and a moderately good selection for vegans.
I tried the veg paella and grilled seitan. Both were not bad but I thought that they were bland. The paella was nothing like traditional paella would call it more of a rice pilaf than paella.
The grilled seitan was also a bit boring.
The food was alright but not spectacular. Considering the prices at Al Natural, I expected it to be better.
Al Natural is still a good place to go if you're a hungry vegan in Madrid, but expect relatively expensive prices for relatively mediocre food.