The Pittsburgh Cookie Table - Wedding Tradition Because Pittsburgh is the melting pot that it is, the cookie table has had a sturdy foothold in local culture for generations upon generations, traditionally prepared by the bride-to-be’s close female relatives and sometimes the women of the groom’s family, working together to lovingly bake hundreds, even thousands, of cookies of various styles such as pizzelles, baklava, lady locks, nut cups, buckeyes, thumbprints, biscotti, Italian anise drops, and cherry cheesecake cups.No one has successfully pinpointed when or where the cookie table originated, though one interesting theory implies that the cookie table grew in popularity in the states during the Great Depression as a way to combat the financial hardship of purchasing a wedding cake, because the burden was distributed among close family.