There's no better way to connect with a culture than through food. It's a universal language, tangible and immediate. Street/market food is particularly insightful. I recently spent time in eastern Europe and was pleasantly surprised by the authenticity of the Christmas markets. I anticipated the proverbial tourist trap (and there certainly was a bit of that), but I found the trick is to hit the market right at dinner time and you're surrounded by locals. As they leave work and head home, they meet friends for mulled wine and have dinner at large communal tables with their neighbors and total strangers. In this festive crowd, you easily lose yourself in a local experience. I visited countless markets in five different countries and it was fascinating to watch the food, crafts, and languages change along the way. What never changed was the communal feeling at the market.
My favorite snack was trdelník. Sweet dough is wrapped around a long wooden pole and rotated over an open flame, buttered along the way. When it's crispy on the outside and chewy on the inside, it's torn off the pole in segments and rolled in cinnamon and crushed almonds. Pure heaven.