In Legend of Grimrock, it can be found in one of the Secrets on Level 8. In the first room from the standard entrance to the level, a button is hidden on the west wall. Press it to open a wall nearby, releasing a Giant Spider, and destroy the eggs inside to reach the Pie.
In Legend of Grimrock 2, it is found in one of the Secrets in the Tomb of Rites. The Mirror Gauntlets were said to be a gift for Burul the Hedonist, buried in six vessels; in the room with six sarcophagi, place the Gauntlets on the horizontal coffin to open a nearby wall. The Pie is on a shelf along with a large cache of foods.