First on the list would be the Francesinha, this sandwich is highly recommended by the locals.
It’s a sandwich wrapped covered with melted cheese with all kinds of meat on the inside. It has roast beef, steak, ham and different kind of sausages.
They will serve with either beer sauce or thick spiced tomato. At some places they also serve it with an egg on top.
I would recommend to find a place that is known to make a good Francesinha, like Cafe Santiago