Finally! we found it! a Japanese place with simple delicious authentic fare that won't kill your wallet! Mikasa, a Japanese grocery shop in the Colonia Roma Norte, also hosts a most basic outdoor food-court where you can get a number of goodies, mostly grilled. And you can also get one of the most simple staples of Japanese cuisine - udon! Beware, though. They may be simple, but that makes it super tricky to get them right, according to my most unqualified opinion.
Whatever, now I know where to get my udon, and onigiri, and tempura! Super nom nom!