Best Rio Rancho Hole-in-the-Wall Restaurants in NM. We’ll spotlight three of the best Rio Rancho Hole-in-the-Wall restaurants: Upscale Rio, Lily and Liam Bistro, and O’Hare’s Grille & Pub. These establishments not only serve delicious, high-quality food but also provide warm and inviting atmospheres that reflect the rich culinary culture of this city. Rio Rancho, NM, is home to a vibrant food scene filled with hidden gems that offer unique and authentic dining experiences.