“Burning a little Huck Finn”

TAYLOR: That’s right. She’s breaking the rules, and people who break the rules end up very lonely with no friends because they have become society’s outcasts.
LORELAI: Planning on burning a little Huck Finn after lunch, Taylor?

Lorelai refers to the Mark Twain novel, The Adventures of Huckleberry Finn, previously discussed. The novel has been banned and even burned in the US at various times during its history; in the past it was considered vulgar in tone, and today it draws ire for the use of the n-word.

Lorelai is probably equating book burning with Nazi Germany, and is more or less calling Taylor a Nazi, just as she called Headmaster Charleston a Fascist. Anyone who has the audacity to suggest a Gilmore follow the rules is immediately a Nazi and a Fascist, according to Lorelai.