I’d never heard of this until I found myself on Bake Off with Paul Hollywood. The recipe originates from his home town of Liverpool. There are two theories about the name. One was that the dockers unloading the ships from the Caribbean would ‘nick’ a bit of rum, which their wives would use to make the pies. Or, more boringly, that the name came from the nicks made in the pastry lid to let the steam esc