What are pudgie pies?! To make a pudgie pie, you use a cast iron pie press with two pieces of bread and any filling you'd like and cook it over an open fire! Savory - make a pepperoni pizza pudgie pie. Sweet - fill the pie press with apple or cherry pie filling. Outdoor Pursuits will set up a bonfire on the east side lawn of the Klotsche Center nearby the UWM Police Station.