Crisp, succulent, with moist and tasty meat that easily falls off the bone, cochinillo is a piglet roasted after feeding on sow’s milk for roughly two to six weeks. Many cultures have their own versions of roast suckling pig, with the most famous one originating from Segovia, a city northwest of Madrid, Spain. Mr. Cochinillo has his own version – a delectable treat to rival its European counterparts.