It's just a Methodist custom! My grandfather used to tell the story about a Methodist preacher who opened his eyes after grace to find that all the fried chicken had been spirited off the platter while he was praying. The next time he said grace, he first took the serving fork and speared a large breast of chicken and held it down (and prayed twice as long).
This may have been autobiographical, but I'm not sure. He would just wink and smile if you asked outright.