Frey pie

Frey pie is a special dish of meat pie which Arya Stark made and served to Walder Frey.

Ingredients

 * Pie crust mix (flour, butter, etc.)
 * Lame Lothar Frey
 * Black Walder Rivers

Season 6
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, 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 totally 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 more meat pies 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. A lone servant girl, bringing him another 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 up into the pie (after she killed them), especially Black Walder.

She then pulls off her shapeshifter face-mask to reveal her true identity, and announces to him that 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 pushes him back down and slits his throat, then watches smiling as he chokes to death on his own blood - dying in the same room in which he watched as her mother Catelyn had her throat slit 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.

Wyman Manderly - who actually appears in this episode - grudgingly had to feign peace with the Lannisters and their Frey allies, but was planning to betray them. 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 but disappear soon afterwards. Later, during the Ramsay Bolton's wedding feast at Winterfell, Wyman gleefully serves the remaining Freys a large meat pie, and to assure them that it isn't poisoned he happily eats a large portion of it himself. Wyman enjoys the pie so much that he needlessly takes a second helping, even after he already convinced the Freys it wasn't poisoned. When they ask Lord Manderly where the three missing Freys are, he says that they are actually quite close - heavily implying that they were cooked into the pie.

Lame Lothar is 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, after the Freys take Riverrun several of Lord Walder's more prominent sons are given possession of the castle - but several newly hired servants who are observed in Jaime's POV narration match the physical description of members of the Brotherhood Without Banners, hinting that the Brotherhood is going to orchestrate it's 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 both books and TV series, 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.

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 and feeding them back to her baked into a meat pie ("WHY THERE THEY ARE! BOTH BAKED IN THAT PIE! WHEREOF THEIR MOTHER DAINTILY HATH FED!...")