Why not treat it as the one-off that it is:
Go eyeballs-out from the start with a really attacking team, really taking it to them.
Bernebeu or not, it's their 11 against our 11. An early goal and who knows?
If it goes tits-up and we concede a couple in the first 10 or so, accept that the tie has been lost and dig in, just to get through the night with no real psychological damage.
At least we'd have had a go. The few times that I've watched RM this season, they'd have struggled to deal with what I saw during that first half, from our lads.