The First Few Days on the Camino de Madrid

Hey,
From Madrid to Segovia, the actual pilgrim services are few, but there are a couple of places to sleep in each town. After Segovia: one day - one town - one Albergue. All rustic but good.
TRES CANTOS: Hotel VP Jardin, COLMENAR VIEJO: Gran Hostal El Chiscon, MANZARNERES EL REAL: Hostal La Pedriza, CERCEDILLA: Hostal Aribel Longinos. It was a few years ago, but none of them were over 40 euros.
The walk to Segovia is long and hard (one steep elevation up the roman road), might want to think about the detour to La Graja de San Ildefonso (a few nice, reasonably priced hostals and such, and there's a Parador too, of course not reasonably priced, but cheap for a Parador). The walk from La Graja is 12k on a side, nice walk. I also recommend Hostal Forno in Segovia, family run, clean, nice little room right by Plaza Mayor. Have Fun, Bob

I might be completely wrong, but I thought I remembered a pilgrim who posted a year or two ago about walking the first 3 days and then taking the train back and forth to overnight in Madrid. Stayed in the same place so could walk with a lighter pack? Might be worth a look. Looks like C4 on the Cercanías goes that way to Tres Cantos and Colmenar Viejo? Also Madrid to Segovia on the regular line.