We had dinner one night at That Little Wine Bar and quite enjoyed it. The food menu gives lots of options you would expect from a westernized wine bar (i.e. foie gras, pate, etc.), and it's a nice break from asian/malay curries, if just for one night.
The wine selection is pretty good, but we were a little disappointed that they didn't have any wines from SE Asia. We thought this would be a fun way to taste some wines from the region, but this isn't the place to do that.
Having said that, still a good choice, though a little on the pricey side for Malaysia. About 275 RM for dinner for two.