EMILY: Liliana will be right out with the sand dabs.
Sand dabs are a variety of flatfish native to the oceans around the Americas. The most common in the US is the Pacific sand dab, which is caught in California and the Pacific North West, and is a rather expensive delicacy of the San Francisco Bay area (it feels like this is the sand dab the writers of the show would be familiar with!).
Sand dabs can be grilled, pan-fried, or roasted. They are said to be an acquired taste, which might explain why Lorelai seems to have been less than impressed with her experience eating one.
The Annotated Gilmore Girls 