Border Grill is another great restaurant under the roof of Mandalay Bay. It has a unique menu, great tequila selection, and fun, modern decor and atmosphere. Yes, it's in a hotel, and can be kind of inconvenient to get to for a casual outing, and because of its location is probably slightly overpriced. However, it is still definitely worth checking out. My personal recommendation would be to go for prix frixe brunch, which is an all you can eat menu full of interesting and delicious items.