An oggie is a Cornish Pasty. Originally these were eaten by miners in Cornwall, a county in the extreme southwest of England. Basically it is pastry wrapped around a filling. Originally the filling was savory at one end and sweet at the other. Oggies nowadays are usually savory and have potatoes, vegetables, and meat inside but there are many varieties.
The really cool thing about Oggies is that you can eat them one handed without making a mess and there is nothing to throw away after because you eat it all.
You can eat them hot or cold.
Tiddy Oggies is another name for the Oggie but mostly just potatoes and/or vegetables.
As in Cornwall, there is traditionally an oggie (also spelled oggy) made in Wales. The Welsh oggie comprises a pastry shell containing Welsh beef, leeks, potato, onions & gravy.
Traditionally the crust of the oggie was designed for miners to hold whilst eating the pasty. This crust would take all the coal, dust, grime and arsenic sometimes found on the fingers of the miners ensuring the remainder of the pasty was edible. According to folklore this dirty crust was discarded over the shoulder into the depths of the mine to the cry of “OGGIE!” in an attempt to placate the evil spirits which were thought to inhabit the mines. (Info taken from: the website of The Welsh Oggie Company)