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Unique to Appalachian Kentucky, the chili bun is a chili dog without a wiener. It costs about a dollar and is sold in nearly every convenience store that has a kitchen as well as in drive-in restaurants. Typical condiments are yellow mustard and chopped raw onions, most often put into the bun before the chili, meaning that you don’t see them when you unfurl the wax paper to behold the clever little sandwich. But they’re there; and they are important, the mustard adding picnic zest, the onions delivering sweet crunch. At Lily Shop-N-Cart in Lily, Kentucky, the made-from-scratch chili is assertively beefy with a complex spice profile that includes notable pepper bite.