A large cookie-like pastry made from two round graham cracker cookies filled with marshmallow and dipped in chocolate. 
Sheldon: No one calls me Moonpie but Meemaw.
He also explains why Meemaw calls him by this nickname:
Sheldon: She calls me Moonpie, because I am nummy-nummy and she could just eat me up.
When Wil Wheaton says he missed the Dixie-Trek convention because his grandmother had just died, Sheldon was stunned. He said that if anything happened to his Meemaw, he would be "one inconsolable Moonpie...". Stuart and Wil gave him quite a look, and he went on to explain that his Meemaw calls him Moonpie (0305).