King Cake season is in full swing, and a lot of people don't know that the filled Mardi Gras pastry is actually a Mississippi tradition. It all started with Paul's Pastry Shop out of Picayune in 1972, when bakers decided to spice king cakes up a bit. Sherri Thigpen is the current owner of the establishment.

She says they had some learning to do.

"We were originally from California, so we weren't really familiar with exactly what a typical Mardi Gras King Cake was," said Thingpen. "So we had to come up with our own recipe."

Thigpen says they were already known for making birthday cakes, wedding cakes and even cheese breads that were filled, so they developed a similar recipe for the king cakes.

"We started making cream cheese king cakes, then strawberry and cream cheese, then blueberry cream cheese, and on and on from there," said Thigpen.

Thigpen says with over 40 to choose from, including the option to create your own combination, Paul's Pastry Shop offers the largest selection of flavors at a single bakery. She says at first, the recipe was not being recognized as a King Cake by bakery organizations because of the fillings.

"We went through a period of, what we were doing wasn't really a king cake," said Thigpen. "But now everybody seems to have pecan praline, strawberry cream cheese, German chocolate. And we've done just about everything."

You can order a Paul's Pastry Shop king cake online here.

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