Here's what I did for food:
Madrid - supermercado because I'm a budget traveller but obviously there are lots of food options
Tres Cantos - supermercado dinner and food for the next day (Sunday)
Mataelpino has a couple of restaurants which I had discovered ahead of time would be closed on Sunday but there were lots open in Colmenar Viejo and Manzanares enroute.
Cercedilla - supermercado and lots of bars and restaurants
La Granja - same options (and I had a lovely long late lunch at a restaurant a few km shy of La Granja
Segovia - big city, use your imagination! The next day I stocked up for the evening at:
Los Huertos - nothing available but I had bought salad (eaten off a serviette because there are no plates at the albergue)
Santa Maria la Real de Nieva - a couple of bars and restaurants but two other pilgrims and I ended up cooking with supplies from the tienda which opened in the early evening
and had this for breakfast in the morning:
Coca has all facilities including supermercados that open on a Saturday afternoon and so did Nave de la Ascunsion (including a fabulous bakery)
Alcazaren has a few bars - we had a great dinner at the only one which would cook for us about 8pm
Puente Duero - I had my first midday meal here and it was awful! I am not a fussy eater but the squid was rubbery and super salty despite being recommended. Unfortunately just a couple of hours later the hospitalero at the albergue put on a massive BBQ for us three pilgrims - I could hardly eat! Incidentally, Valdevillas enroute this day had lots of little food options.
I didn't stop at Simancas but there's no shortage of food there. Cigunuela served up the best tortilla de patatas I've ever had. There is supposed to be a tienda there too but a local guy walked me to the edge of town via a special little pilgrim statue and fountain and I missed it. Penaflor de Hornija has a bar and a tienda apparently run by the same person and she would not open the shop or serve food in the bar so I ended up continuing to Castromonte where the butcher kindly opened up out of hours and provided plenty of food to cook in the well equipped albergue.
When it had seemed there would be no food that day, this turned out to be a feast:
(For the record, my Penaflor experience is what
@gittiharre experienced in Castromonte a couple of months before me!!)
Medina de Rioseca - big town, every food option you could think of (nothing in Valverde de Campos on the way)
Villalon de Campos - again everything you could need (and you must stock up for tomorrow). Didn't see anything at Tamariz on the way, but do make sure to stop at Casa La Tata for lunch. Best Experience Ever.
Grajal de Campos has a bar and a tiny tienda
And then you're in Sahagun
Hope some of this helps.