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Having visited the Minnesota State Fair twice in the past year I thought this Slate article was particular interesting. It is true that you can get almost anything on a "stick" at the Mn state fair - Alligator, Belgian Waffles ... you name it. For the 2004 election the Democratic Tent's slogan was "Bush on a Stick" no kidding.
The Deep Fried Oreo is worth a try [once], but in our opinion you can skip the Scotch Egg!
The evolution of the Minnesota State Fair. By Ben Crair - Slate Magazine