Finally tracked down some Madrids in the size and colour I wanted, and currently wearing them in. I got a size 3 because I'd read that they're large, so my usual 4 was enormous. And I did try on a 4 in a shop, so I thought I was ok with ordering 3s.
Now they're on, my smaller toes are coming up against the ledge bit at the front as I walk and it's not desperately comfortable. Is this part of wearing them in, or did I mess up the sizing? The label does say you need room for your toes to 'walk' in the shoe, and I reckon there is room.