Although it's not certain exactly how and when this recipe came about, most agree it began in Appalachia. Gravies of all sorts were a popular way to use up leftovers and delicious ingredients, so it makes sense that someone had the idea to make this sweet chocolate gravy. Some theorize that it was inspired by Spanish breakfast chocolate with an Appalachian spin. But, regardless of how it started, it remains a popular Southern dish in Appalachia and the Ozarks.