The braciole is just not that good from the street vendors. (Tried a number of them side by side, including the famous one on Grand and Mulberry). It's too tough. Go to Volare one night for great, tender braciole.
And the sweetbreads were not very good at all. (Maybe I just don't like sweetbreads.) VERY tough (though a nice smokey flavor.)
The deep fried Twinkie, however, is perfection. Only one stand sells it. Run, don't walk.
Great festival, however. (Just avoid the Calzone with spinach, which for some reason, haven't been banned this year.)