From A Wiki of Ice and Fire
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The Frey Pies Theory is that Wyman Manderly killed the three Freys (Rhaegar,Symond, and Jared) that disappeared on the way from White Harbor to Winterfell and baked them into the three Huge meat pies he brought for Ramsay Bolton's wedding at Winterfell.
- Lord Wyman suggests to Davos Seaworth he means to have all three Freys murdered and intimates about giving a guest gift to the Freys in line with their houses' breach of guest right at the Red Wedding.
- Roose Bolton suspects Lord Wyman had the Freys killed while on the road from White Harbor to Winterfell. Lord Wyman insists the Freys traveled ahead of his column out of impatience over Wyman's slow pace. While not implausible, this is a very flimsy story.
- Lord Wyman presents 3 pies at the wedding, one for each of the missing Freys.
- When the pies are served at the wedding Lord Wyman cuts portions personally for the Boltons and Freys, to ensure they would eat it.
- At the wedding, Lord Wyman has Abel the Bard sing the Rat Cook for them, a song about an evil cook who kills a prince and bakes him into a pie he then serves to the king.