While New Orleans celebrates Mardi Gras, Chicago has its own gluttonous February holiday — Paczki Day. Also known as Fat Tuesday, Paczki Day marks the last day before the Lenten season begins for Christians. Because Lent is meant to be a time of fasting and prayer, many people spend the day before gorging themselves on, well, paczki (POONCH-key). This year, Paczki Day falls on March 4. The Polish fried dough treats are similar to jelly doughnuts, but they’re not jelly doughnuts — they’re paczki.