So, if you recall Davos’s chapters in ADWD, Wyman Manderly had certain visitors: Symond, Jared, and Rhaegar Frey. They were there to return the bones of Wyman’s son Wendel, who had been killed at the Red Wedding, and to make sure House Manderly bent the knee to the Iron Throne.
While the three Freys are guests in White Harbor, Wyman treats them with every honor, promising to betroth his granddaughter Wynafryd to Rhaegar and his other granddaughter Wylla to Little Walder. When Davos presents Stannis’s case to Wyman, the Freys mock him, and give their cover story for the Red Wedding (that Robb had turned into a monstrous werewolf and was slaughtering everyone and they put him down). Wyman pretends to execute Davos on Cersei’s orders (thus proving his loyalty and getting his son Wylis back from being held hostage in Harrenhal), but actually hides him away safe. He then meets with Davos secretly and gives this fantastic speech.
So, after that… the three Freys leave for Winterfell, to meet up with their relatives coming for the wedding of Ramsay Bolton and “Arya Stark”. Wyman supposedly gives them three palfreys as guest gifts when they leave (note a guest gift is the official sign that you are no longer guest and host, and that guest right no longer applies). But despite those fine horses, the Freys never arrive, simply vanishing into the air. Ramsay hunts for them for sixteen days, but there’s no sign of them whatsoever. And Big Walder tells Theon, “I never thought we would [find them]. They’re dead. Lord Wyman had them killed. That’s what I would have done if I was him.”
Then at the wedding feast, Wyman, who had provided the food, presents:
three great wedding pies, as wide across as wagon wheels, their flaky crusts stuffed to bursting with carrots, onions, turnips, parsnips, mushrooms, and chunks of seasoned pork swimming in a savory brown gravy. Ramsay hacked off slices with his falchion and Wyman Manderly himself served, presenting the first steaming portions to Roose Bolton and his fat Frey wife, the next to Ser Hosteen and Ser Aenys, the sons of Walder Frey. “The best pie you have ever tasted, my lords,” the fat lord declared. “Wash it down with Arbor gold and savor every bite. I know I shall.”
True to his word, Manderly devoured six portions, two from each of the three pies, smacking his lips and slapping his belly and stuffing himself until the front of his tunic was half-brown with gravy stains and his beard was flecked with crumbs of crust.
And the pies continue to be mentioned:
“No taste for pork pie, my lord? The best pork pie we ever tasted, our fat friend would have us believe.” She gestured toward Lord Manderly with her wine cup. “Have you ever seen a fat man so happy? He is almost dancing. Serving with his own hands.” It was true. The Lord of White Harbor was the very picture of the jolly fat man, laughing and smiling, japing with the other lords and slapping them on the back, calling out to the musicians for this tune or that tune.
And as the feast winds down,
Lord Manderly was so drunk he required four strong men to help him from the hall. “We should have a song about the Rat Cook,” he was muttering, as he staggered past Theon, leaning on his knights. “Singer, give us a song about the Rat Cook.”
Now, you may remember the story of the Rat Cook that Bran relates back in ASOS:
The Rat Cook had cooked the son of the Andal king in a big pie with onions, carrots, mushrooms, lots of pepper and salt, a rasher of bacon, and a dark red Dornish wine. Then he served him to his father, who praised the taste and had a second slice. Afterward the gods transformed the cook into a monstrous white rat who could only eat his own young. He had roamed the Nightfort ever since, devouring his children, but still his hunger was not sated. “It was not for murder that the gods cursed him,” Old Nan said, “nor for serving the Andal king his son in a pie. A man has a right to vengeance. But he slew a guest beneath his roof, and that the gods cannot forgive.”
Not exactly a pleasant song for a wedding celebration, is it? But as a story of vengeance… a story of the gods punishing those who betray guest right… a story of, well, cooking someone in a big pie and feeding them to their relatives… it’s very appropriate indeed.