LORELAI: Okay, I give. What is this?
LORELAI: Sweetbreads. So that’s uh . . .
Lorelai breaks her own rule never to ask what something unfamiliar yet tasty is, in case the answer puts her off eating it again. Earlier she told Rory that she enjoyed eating snails, until she discovered what they were. Presumably this is another time that a delicious meal is ruined for her.
In cooking, sweetbread is the name for the thymus or pancreas, usually from a calf or lamb (lamb is considered superior). Pancreas sweetbreads can also come from beef or pork. They are often prepared by soaking in salt water, then poaching in milk to remove the outer membrane. Once dried and chilled, they can then be breaded and fried. A squeeze of lemon over them is a classic way to serve, and they match well with mushrooms and truffles, as well as legumes like beans and peas. They are considered to be a delicacy, and the origin of the name is not entirely clear.