The food is sold at various trailers set up for the event near the NY area of the park. While they do have the little long donut things, a lot of the "traditional New Orleans food" offered is such classic dishes as "hot dogs" and "pepperoni pizza." If you are looking for something slightly more authentic, maybe try Pat O'Briens in CityWalk.
In addition to the "main" concert, less well-known bands who generally are from New Orleans play before the parade on a smaller stage along one of the side streets. In addition, some of the costumes characters from the parade often walk around to hand out beads and pose for pictures. But the primary draw is still the parade and the headline concert in the Boneyard.