We stayed at Mandalay Bay for a long weekend and I ended up at Border Grill a couple times.  The 4 stars are really for the weekend brunch - all you can eat tapas that were interesting and (mostly) tasty.  I went back for the margaritas later which were also tasty though not particularly cheap.  You'd think the upstairs patio would be a good place to watch the beach concerts but the waiter said it was too dark to see the stage. Alas.