In another thread, someome reported how graciously a dish had been accepted by the waitstaff in an Indian restaurant because the diner had found it too spicy. Since this is a general issue of dining that doesn't apply to any one specific restaurant or region, I'm replying here.
Returning dishes for being too spicy is dangerous. It makes it hard for the next gringo to get her/his dish properly spicy. I'd sooner order a different dish (asking for REAL mild) and call the over-spiced dish a loss...get it to go and give it to a chile head. Every single place where gringos have to beg, plead, and gnash teeth to get stuff spicy is a place where gringos have sent things back in the past. Another element: I'll send things back at Union Sq. Cafe if they're not right, 'cuz they can afford to eat the loss. But a lot of times eating in these little obscure places, profit margins are slim and by eating there we're not just doing ourselves good, but also supporting the good guys. I can't afford, alas, to send big checks to Amnesty Int'l, et al, but I can at least overpatronize a little, overorder a little and overtip a little in places I like which are hanging precariously (as most of them, alas, are). The last thing I'd want is to incur expense for them (for economic reasons and for consideration-of-the-next-gringo-through-the-door reasons). Third element: over the years, as I gradually learned different cuisines, I always happily built a certain amount of expense due to mistakes, mis-orderings and cultural impasses into my expectations. I ate those losses, even if I didn't always literally eat them!