If hungry and have time, then you can munch on to Radhey Sham Bhature Wala (in front of Pahar Ganj Entrance). Since my relatives stay in pahar ganj (since 50-60 yrs), so i have been having them since childhood on every visit and they were priced at Rs.10 a plate then. Now it costs Rs.50/plate. But i tell you they are worth even more than that.
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You can avoid all the unhealthy stuff on platforms and Rehdi (Thela) wala inside or outside, since these are the best Chole Bhaturey's i have ever...
more... had in my life.
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One more tip - One plate will keep you full for good 5-7 hours.