Pambazos

The pambazo is a Mexican sandwich that's similar in style to the more familiar torta, but not nearly as ubiquitous. Most commonly found at weekly street markets, including Sullivan, pambazos are made with hard, white bread rolls, soaked in guajillo chilli sauce, which softens the crust and gives it a warm, orange-red hue. Once dried, the bread is sliced in half and then filled with a generous portion of diced potatoes, chorizo, lettuce, sour cream and sprinkled queso fresco. From the first bite the pambazo's fragile bread starts to disintegrate, and by the end we're usually scooping up the heavy mess with our fingers. It's all worth it, though, as the light hint of chilli in the bread and the hearty ingredients inside give the dish the same satisfying, belly-filling pleasure that comes with a good bowl of thick stew.

Pambazo in Mexico City. Photograph: Ben Herrera

We're particularly fond of the pambazos at a street stand in the travelling market that fills up the car parks on Avenida Sullivan every Saturday and is owned by the same people who run a wonderful barbacoa joint in Mercado Jamaica called El Profe. Being big fans of El Profe, we naturally set out to find the Sullivan market stall not long after we heard about it. After crisscrossing the aisles of the market a number of times, we finally stumbled upon the place, which turns out not to share the El Profe name or, indeed, to have any identification at all. While customers can enjoy the same quality barbacoa and other dishes found at El Profe, the street stand focuses more on simple tacos, quesadillas and, of course, pambazos.

• Sullivan Market on James Sullivan Avenue between Manuel María Contreras and Rosas Moreno. Find the stall in the centre aisle in the eastern half of the market, across the street from the intersection of Altamirano and Sullivan. Open Sat, roughly 9am-5pm

Tlacoyos

Tlacoyo in Mexico City. Photograph: Ben Herrera

With many Mexican street foods, the shape or size of the corn masa patty plays a larger role than the toppings in determining what a dish is called. Small, round patties are generally sopes, while extra-large, oval patties are huaraches. In the middle are the thinner, oval-shaped tlacoyos.Tlacoyos also differ in an important way from the standard flat, corn masa patty in that they are filled with either requesón (a type of Mexican cheese similar to ricotta), fava beans or refried beans before being cooked. Traditionally, tlacoyos – from the Nahuatl word for "snack" – had no toppings beyond a bit of salsa and, not containing lard or salt, they were meant to be consumed immediately lest they became tough and inedible.

These days, toppings might include nopales (sliced cactus), sour cream, onion, grated cheese, coriander or salsa. Some of the more loaded versions include a layer of refritos (refried beans) and chicken or pork, but these are rarely found outside of sit-down restaurants. Just as in pre-Hispanic times, tlacoyos are best eaten when hot and fresh right off the grill, and although they lack the complex flavours associated with other types of street foods, they're a quick, delicious dish that won't cost a hungry pedestrian more than 12 pesos (60p). In a city always on the move, that can truly be a priceless commodity. Our favourite vendor uses blue corn masa and offers some of the best tlacoyos we've had on this side of the city. Like most tlacoyo stands, the place also sells quesadillas and gorditas with different fillings, but the tlacoyos are the most popular.

• Southwest corner of Francisco Pimentel and Joaquín Vázquez de León, Colonia San Rafael. Open Mon-Fri, 9am-5pm, closed weekends

Camotes

Vendor selling quesadillas in Mexico City. Photograph: Ben Herrera

Anyone who has spent any length of time in Mexico City is likely to have heard the sound of the camote (sweet potato) vendors – a piercing whistle that can be heard from blocks away, like a super-sized version of a teapot heating up. Grown throughout Mexico, these reddish tubers show up in markets with regularity when in season, yet they are rarely used in Mexican cooking; most restaurants and eateries merely using them as a garnish or flavouring for another dish. Yet despite their relative absence at tables, camotes are a popular street food. The camote vendor walks along pushing a rolling cart that contains a round metal pressure cooker, which he heats with a small fire underneath. Resembling a small boiler, the pressure cooker contains the camotes and occasionally has to release a measure of hot steam – which is what produces the ear-splitting whistle. More dessert than meal, camotes are served hot with a heavy drizzling of condensed milk, cream and a side of berry marmalade.

• Because of their mobility, these stands have no set locations. The best way to find them is to simply keep your ears open

Flautas

Among our favourite finger foods are flautas, meaning flutes – a reference to their long, narrow, tubular shape. Often confused with taquitos, which look very similar, flautas are made with large, oval-shaped corn tortillas that are specially made at almost every tortillería in Mexico City. To make flautas, the tortillas are filled with chicken, pork or potato, rolled and then deep-fried in large pans. After frying, they are dried in deep stacks while a vendor waits for orders. The crunchy, delicious snacks can be served plain, but most customers (including us) prefer to have them topped with lettuce, sour cream and crumbled cheese. We like to get our flautas fix from a vendor on Río Nilo because the meat they use, usually beef, is tender and beautifully seasoned; it's also the kind of place where you can order just one flauta if you're not very hungry.

• Río Nilo at the corner with Paseo de la Reforma, Colonia Cuauhtémoc. Open roughly 9am-5pm, closed Sunday

Chicharrones

Chicharrones. Photograph: Ben Herrera

The first time someone sees a chicharrón, they may not know what they're looking at. A common component in tacos, quesadillas and pozole, chicharrones are made from slabs of pork skin that have been cut thin and then fried in a large pot of lard. These pork rinds can be as large as a metre in width and just as long, and some consider it a challenge to buy the biggest piece possible. For the average Mexico City resident, dried chicharrones are a common snack item, sold in just about every market, in plastic bags in large pieces, from which smaller pieces can be broken off like potato chips. Hot sauce usually finds its way into most bags, although the snack is also quite tasty when eaten plain. Chicharrones vendors are located all over the city, selling either the genuine article (fried pork rinds) or fake chicharrones, consisting of flour-based patties with toppings on them. The vendor at the entrance to Mercado Medellín offers the real deal, for full snacking pleasure.

• Mercado Medellín, corner of Campeche and Medellín in Colonia Roma. Open 10am-5pm