Lenny's on the Dock is a blunt, no-frills taste of old Montauk. Nobody is looking for a mango coulis here, and if you're concerned about refined decor, definitely look elsewhere. The last time the place was visited, the most colorful appointments resembled holiday lights. Anyway, there's beer and steamed lobster. The most uncomplicated fare has the most success: shrimp cocktail, fried calamari, Buffalo-style chicken wings. And just in case you need a few jalapeno poppers or potato skins with cheese and bacon, Lenny's has both in bulk. Service is efficient.