Paczki!

It wouldn’t be Fat Tuesday without a paczki (pronounced "poonch-key" or "punch-key"), the eggy, yeasty and round Polish pastry. In Poland, Paczki Day is traditionally Fat Thursday, the Thursday before Fat Tuesday.

And for more info:
https://www.timeout.com/chicago/restaurants/paczki-time-10-places-to-find-the-fried-polish-pastry

http://www.chicagotribune.com/dining/ct-paczki-2017-restaurant-bakeries-chicago-20170222-story.html