- Pie crust mix (flour, milk, eggs, butter, etc.)
- Various vegetables (carrots, onions, turnips, parsnips, mushrooms)
- Herbs and spices
- Lame Lothar Frey and Black Walder Rivers
After training with the Faceless Men in Braavos, Arya Stark heads to Westeros to kill more enemies on her revenge list. She makes her way to the Twins, seat of House Frey, and the same location where her mother, brother, sister-in-law, and most of the Stark armies were massacred in the Red Wedding - an unthinkable violation of guest right, which Lord Walder was outright proud of. Arya infiltrates the castle by disguising herself as a servant girl, using one of the magic shapeshifter masks she acquired from the Faceless Men to alter her appearance.
Late in the evening, Lord Walder is left alone in the main feast hall of the castle, save only for the serving girl who brings him meat pie to eat. Walder becomes increasingly confused at why his two sons Lame Lothar and Black Walder (his chief enforcers among his many children) have not arrived yet, as they should have been there by midday. The lone servant girl, bringing him some more meat pie, politely says that Lothar and Black Walder are indeed there. He looks around the hall and doesn't see them, but the servant girl again insists that his two sons are already there. As she indicates the pie in front of him, the bewildered Lord Walder peels back the crust to reveal a human finger. The servant girl says that his sons weren't easy to carve into the pie (after she killed them), especially Black Walder.
She then pulls off her shapeshifter face-mask to reveal her true identity, and tells him she is Arya Stark - and she wants the last thing he sees to be a Stark smiling down at him as he dies. The elderly Walder weakly turns to flee but Arya easily pulls him back down and slits his throat, then watches smiling as he chokes to death on his own blood - dying in the same room where he watched as her mother Catelyn had her own throat slit by Black Walder during the Red Wedding.
In the books
Arya Stark feeding Walder Frey his own sons to him baked in a pie in the TV series is a reference to a larger subplot in the A Song of Ice and Fire novels, the infamous "Frey pie" incident, which takes place in the North and doesn't involve Arya and Lord Frey.
The true nature of the pies has been speculated by fans, but is not verified in the books, only implied. Arya's action in "The Winds of Winter" supports this theory.
Wyman Manderly - who actually appears in the same episode as this - had to grudgingly feign peace with the Lannisters and their Frey allies, but was planning to pay them back for his son's death. A large contingent of Frey soldiers in the books accompany the Boltons into the North to help them grind down the surviving lords. Three of them (Rhaegar Frey, Symond Frey, and Jared Frey) are sent as envoys to White Harbor, returning the bones of Ser Wendel Manderly, who was murdered at the Red Wedding, but disappear soon afterwards. When he secretly meets Davos Seaworth, Wyman reveals he is plotting against the Boltons and Freys, wanting vengeance for the death of his son, but was unable to act as his other son Ser Wylis Manderly was a hostage. Now that his Wylis has returned home, it is time for a payback. Wyman does not reveal Davos what he has in mind for the Freys.
The above mentioned Freys disappear without a trace on the way from the White Harbor to Winterfell. Ramsay and his men, among them his squires "Big" Walder and "Little" Walder Frey (Lord Frey's grandsons), go to look for them, but in vain. Ramsay is not overly concerned about his failure, dismissing it nonchalantly "The world won't miss a few Freys. There's plenty more down at the Twins should we ever have need of one".
"Big" Walder tells Theon, when they are alone, that he believes his missing kin are dead, and that Lord Manderly killed them. He does not resent Lord Manderly, on the contrary: he comments "That's what I would have done if I was him". Apparently he disapproves of the Red Wedding, but he is wise enough not to express his opinions in public.
Later, during Ramsay Bolton's wedding feast at Winterfell, Wyman gleefully and personally serves the Boltons and the attending Freys (Ser Hosteen and Ser Aenys) three large meat pies, and to assure them that it isn't poisoned he happily eats large portion of all three himself. Wyman enjoys the pies so much that he needlessly takes a second helping, even after he already convinced Roose Bolton the Freys they weren't poisoned, exclaiming "The best pie you have ever tasted, my lords. Wash it down with Arbor gold and savor every bite. I know I shall". When Ser Hosteen asks Lord Manderly suspiciously where the three missing Freys are, he answers evasively "The road has many dangers, ser. I gave your brothers guest gifts when we took our leave of White Harbor. We swore we would meet again at the wedding. Many and more bore witness to our parting".
Lady Dustin is the only one who notices that Wyman acts strangely, maybe suspiciously, for someone who has to feast with his son's murderers: he is overjoyed, almost dancing, asking the bard to sing one song after another, and serving the pies with his own hands - which normally would be done by servants. In contrast to the show, no one is told about the true contents of the pies. Thus Hosteen and Aenys have no idea they've eaten their kin. Theon is the only one who does not touch the pies, since chewing requires teeth - and he does not have too many left, thanks to Ramsay.
Of the Freys who ate the pies, only one - Ser Aenys - gets killed in the books, but Arya has nothing to do with his death: he falls into one of the trap pits which Mors Umber and his men dug outside of Winterfell.
Lord Frey and Lame Lothar are still alive in the current novels, as are the two other sons Black Walder Frey and Walder Rivers who were condensed into "Black Walder Rivers" in the TV version. Lord Walder has about a dozen sons who are major recurring characters in the novels but the TV version essentially condensed all of their actions into these two characters (it's mentioned that there are dozens of other sons and grandsons but they exist in the background of the TV series).
In the novels, during the siege Riverrun Jaime notices a singer named Tom of Sevenstreams, who is (unknown to Jaime) a member of the Brotherhood Without Banners, in the company of Ryman Frey. Following the surrender of the castle, Tom tells Jaime he intends to stay in Riverrun. Tom's presence may hint that the Brotherhood is going to orchestrate its own reverse-Red Wedding, to ambush and kill the Freys inside Riverrun. When she eventually returns to Westeros, Arya Stark may indeed link up with the Brotherhood again and help them take revenge on the Freys: obviously, certain scenes have been condensed and moved around, but it is unclear how large of a condensation it is that Arya will personally kill Walder Frey (for all anyone knows, she may in fact personally kill him in the next book).
Feeding Lord Walder a pie containing his own sons (in the TV version) may be an in-universe reference to the legend of the Rat Cook, which Bran Stark brought up in Season 3. The Rat Cook was a member of the Night's Watch who felt insulted by a visiting king, so he broke guest right by killing the king's sons and feeding them back to him cooked into a pie. For this the gods cursed him by turning him into a rat, doomed to eat his own young. In the TV version, Bran brings this up right after the Red Wedding, insisting that violation of guest right (as Walder Frey did) is the one thing above all others that the gods will punish. In the books, Wyman actually refers to the legend explicitly: when he serves the meat pies to the Freys at Winterfell, he asks Abel the bard (a disguised Mance Rayder) to play the song about the Rat Cook - thus giving a subtle hint about his deed, that none of the guests understands.
Unlike the Freys, Wyman did not break guest right when he killed the three Freys, through strict adherence to the exact wording of the right. As the Freys left White Harbor, Wyman gave them guest gifts - an extra part of the ritual sometimes used to signify that the time during which a person is considered a guest in the host's home has specifically come to an end. Apparently, Wyman just waited until the Frey envoys were no longer his "guests", then had his men ambush them a few hours later on the highway - with the formal protection of guest right officially over, the Manderlys weren't breaking any rules by killing them at that point.
Out of universe, the "Frey pie" incident with Lord Manderly from the novels may be a reference to the infamous climax of Shakespeare's Titus Andronicus, in which Titus avenges himself on Tamora by killing her sons Chiron and Demetrius (who raped and mutilated his daughter and brought about the death of two of his sons) and feeds them back to her baked into a meat pie ("Why, there they are! Both baked in that pie! Whereon their mother daintily hath fed!...") The version in the TV series is even more similar to the scene in the play, in that after revealing the contents of the pie, Arya kills Walder Frey with a knife, just as after Titus reveals the contents of his pie to Tamora, he stabs her to death (in the novel, Manderly only hinted at the pies' contents: he didn't immediately kill anyone else after presenting them).
How to make your own Frey pie
The fansite InnAtTheCrossroads.com is run by two fans who wanted to as much as possible recreate the Food and Drink mentioned in the novels. They achieved such success that they eventually produced the official tie-in cookbook A Feast of Ice and Fire (2012), which even featured a Forward written by George R.R. Martin himself.
When it came to the infamous Frey pie, it was actually quite easy for them to come up with an official recipe, as the fifth novel gives a detailed description of all the vegetables and seasonings in it:
- "...stuffed to bursting with carrots, onions, turnips, parsnips, mushrooms, and chunks of seasoned pork swimming in a savory brown gravy..."
Wyman Manderly told everyone that the meat in it was just pork - so all the InnAtTheCrossroads.com team had to do was simply put actual pork into their recipe.
For the full recipe, see their online page for "Lord Manderly's Pie."
(There is no guarantee that their pork-based recipe remotely tastes like what the actual Frey pies are supposed to taste like, in-universe - after all, there are no Freys in real life so we have no basis for comparison - but their recipe will make an edible pie).