A few stops up the metro from Windows of the World and OCT, you'll find Chegongmiao. Get off at exit A, and walk away from the busy street (Shennan Road).
Suddenly you'll find this little oasis in Shenzhen. It's like a small town neighborhood. There's a big plaza in the middle where vendors sell snacks and kids chase each other. There's coffee shops and bakeries. Walk all the way to the end of the plaza and on the left you'll see a giraffe. That's Zoo Cafe, which has great waffles and smoothies.
A lot of Koreans live here, and so there are good Korean restaurants in Chegongmiao. Just pick the busiest one; they are all pretty tasty.