I'd never head of that before I came up North and our Parish began alternating hosting a Shrove Tuesday Dinner with a local Episcopal church. I'd always attended Mardi Gras in New Orleans, since we lived two hours from the city, but I'd never heard of the using up the eggs, oil and dairy products thing. We ate a lot of pancakes and dairy products during Lent, when I was growing up, because we didn't eat Meat on Fridays!
We had the Shrove Dinner last night at our Parish; Pancakes and Sausage or Jambalaya. It was VEY good!