EMILY: So do you get your lunch at school or do you bring it with you? Because Rosa made a fabulous leg of lamb yesterday. I bet it’d make a wonderful sandwich.
RICHARD: Take her up on that. It is good. And demand a slice of strudel.
Strudel is a dish made from layers of thin pastry with a filling, usually (but not always) sweet. It became popular in the 18th century throughout the Hapsburg Empire, so is a dish originating in Austria, but also common throughout Central and Eastern Europe.
Strudel pastry was heavily influenced by the filo pastry used in Turkish cuisine, such as baklava. It is very fine and elastic, and is supposed to be rolled so thin that you can read a newspaper through it.
The best known strudel is apple strudel, and the second best known is a strudel filled with a sweet soft cheese filling. However, almost any kind of fruit can be used, and so can jam, nuts, vegetables such as spinach, and meat fillings.
That Rosa makes both blintzes and strudel suggests she may be from somewhere in Eastern Europe, perhaps Hungary or the former Czechoslovakia. There is a chance that Rosa is meant to be an East European Jew, perhaps (for example) a Czech who was rescued as a child and sent to Allied countries during World War II. If so, she would be quite mature-aged, and probably older than Richard and Emily.