Fat Tuesday? For me, it's Fat Sunday, Monday, Wednesday, Thursday, Friday, and Saturday as well.
Pretzels were a special Lenten treat in the old, old days. No meat, dairy, fish, eggs, no sex, no partying. Just sitting around praying and ruminating on what a piece of pond scum you were and how disappointed God was with you......at least according to Savonarola (such a point of light he was...) So, it was the pretzel, which was made using only flour, salt and water, that you turned to for a little pleasure. I'm pretty sure ol' Sav would have banned that, too, if he had realized it was a bit of pleasure....