Another vote for A600 spd road pedals use them on my Cinelli road bike, there reviewed as the same level as Ultegra if you shop round you can find them for just under £50 as opposed to there £74rrp
On my winter bike I use the slightly cheaper A520 road spd again shop round and you will find them for £25 as opposed to £5
There's plenty of road specific spd shoes out there as well, that aren't as chunky as mtb shoes but still allow you to walk without tottering!
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View attachment 37745