Restaurants in Bilbao, San Sebastian, Burgos, Laguardia, and Segovia

Suggestion for Segovia - Meson de Candido. It has excellent traditional food, an incredible atmosphere, and a great view of the aquaduct (it's right next to it).

Galerna Jan Edan In San Sebastián

Do I need to make reservations for both lunch and dinner in advance in Basque region? Or should I expect that in the evening, we will be eating Pinxtos?'
How about in Burgos, Laguardia and Segovia? Does it make sense to make reservations in advance for lunch and dinner?

La Vina in San Sebastian https://lavinarestaurante.com

Best burnt cheese cake in the area.

In general, all over Spain, yes, the heavier meal is eaten as a late lunch (1-3 PM), Tapas or Pinxtos late afternoon/early evening, and a lighter supper 9 PM or later. But as a tourist, you will likely bend those rules. Unless you are targeting a Michelin starred place, no need to make reservations more than a day in advance, maybe a few days for a weekend meal. For pinxtos, of course no reservation. You will be told that the locals will stop by a place, have a drink and one pinxtos or tapa, and move on before heading home, but again, you are a tourist, and if you find a good spot, you likely will have several pinxtos, then move on, and after three stops or so will have enough for a meal, avoiding a late night meal.

I will look at my notes and try to list some restaurant options later.

Thank you Paul! That is excellent info!
Do you have any thoughts of Michelin restaurants that might be no more than 100 euros per person. I think we only want to do one or two of those.
And then we would like much less expensive places to eat lunch, dinner, and late night.

Some recommendations and additional info.

Segovia: The draw is suckling pig and several other local dishes. There are a whole group of restaurants all offering those dishes, with some variation. Someone mentioned Meson de Candido, there is also Jose Maria, both are well known, and you really could not go wrong. Last time we ate at Asador David Guijarro. Smaller place, dishes seemed a bit more right sized with a nice set menu with a few choices available, it was excellent, also had non-meat dishes for my wife. Tapas are really not a thing here, except a small complimentary snack in a few places.

Bilbao: We did have a couple sit down meals, the most notable at Restaurante Marisqueria Mazarred. I wanted the Spider Crab, this place was old school seafood, very well done, without breaking the bank.

Other than that, we focused mainly on pinxtos. El Globo was a nice stop in the afternoon in the downtown area. Then there are several places in the old town in Plaza Nueva. Gure Toki and Sorginzulo, next to each other were great, also Urdina and Cafe Bar Bilbao. There is a food hall type operation on the upper level of the market, it was OK, but had lots of variety.

You mentioned not seeing places open earlier in the week, first, you may be seeing current off-season hours, but yes, each place takes off one or two days early in the week. Also a bit of surprise for Spain, but in Bilbao, many of the bars and restaurants were closing up by 10 PM. So verify open days and hours when planning.

Hope to add some thoughts on San Sebastian later....

That is wonderful information! Thank you!