If one of the snacks I often like to try when I Taipei is their 胡椒饼. This is a Chinese-style biscuit baked in a hot oven filled with meat (mostly pork) seasoned with pepper and other stuff. Best when served hot from the oven, but mind you it is very very hot inside. I remembered once I bought a beef version and passed it to my friend to try, forgetting to warn him. He took one bite of it, screamed out loud and promptly threw the snack onto the floor! How embarrassing.. haha.
This stall is a popular store at the junction of 重庆南路一段 and 开封街一段. It is just opposite See You Hotel, quite Mitsukoshi where the exit of the Taipei Main Train station is.