The name comes from a skit featuring regular host Alec Baldwin, Molly Shannon and Ana Gasteyer. Baldwin plays Pete Schweddy, owner of a holiday bakery called Season’s Eatings. Shannon and Gasteyer play NPR radio hosts interviewing him for a culinary show. And the central joke of the bit goes like this:

“There are lots of great treats this time of year,” Schweddy says. “Zucchini bread. Fruitcake. But the thing I most like to bring out at this time of the year are my balls.”