LORELAI: Uh, uh, well, pens are very nice, but I just bet there is a fabulous fancy dessert just sitting out there in that kitchen of yours.
EMILY: As a matter of fact there is. Twinkies.
EMILY: Well, Rory told me that was her favorite dessert.
Twinkie is a brand of snack cake formerly owned and made by Hostess Brand. First invented in 1930, they were conceived as a sponge cake filled with banana cream; when bananas were rationed during World War II, the company switched to vanilla cream, and it proved so popular that it remained the predominant flavour.
Emily’s cook Antonia makes her own Twinkies to reproduce Rory’s favourite dessert – of course Emily could never just buy a box of Twinkies. Home made Twinkies are more difficult to make than Beefaroni, but well within the range of a competent home cook. A professional like Antonia would have no problem, but oddly enough doesn’t make them ahead of time, so the Gilmore girls never get to try them.
Emily supplying Rory with her favourite foods, even though her choices must have made her grandmother shudder, is a callback to when Emily served Lorelai and Rory pudding, one of their favourite desserts. Lorelai was so impressed by Emily’s effort that she must have thought she’d try it again.