“St David (Welsh: Dewi Sant) was born towards the end of the fifth century. He was a scion of the royal house of Ceredigion, and founded a Celtic monastic community at Glyn Rhosyn (The Vale of Roses) on the western headland of Pembrokeshire (Sir Benfro), at the spot where St David’s Cathedral stands today. David’s fame as a teacher and ascetic spread throughout the Celtic world. His foundation at Glyn Rhosin became an important Christian shrine, and the most important centre in Wales. The date of Dewi Sant’s death is recorded as 1 March, but the year is uncertain – possibly 588. As his tearful monks prepared for his death St David uttered these words: ‘Brothers be ye constant. The yoke which with single mind ye have taken, bear ye to the end; and whatsoever ye have seen with me and heard, keep and fulfil’.
For centuries, 1 March has been a national festival. St David was recognised as a national patron saint at the height of Welsh resistance to the Normans. St David’s day was celebrated by Welsh diaspora from the late Middle Ages. Indeed, the 17th century diarist Samuel Pepys noted how Welsh celebrations in London for St David’s day would spark wider counter celebrations amongst their English neighbours: life-sized effigies of Welshmen were symbolically lynched and by the 18th century the custom had arisen of confectioners producing ‘Taffies’ – gingerbread figures baked in the shape of a Welshman riding a goat – on St David’s Day.
Saint David’s Day is not a national holiday in the United Kingdom of Great Britain and Northern Ireland. Similarly in the United States of America, it has regularly been celebrated, although it is not an official holiday. It is invariably celebrated by Welsh societies throughout the world with dinners, parties, eisteddfodau (recitals and concerts).” [Wikipedia]
One of the more traditional Welsh foods prepared for this day is Cawl, “… Cawl (pronounced [kaul]) is a Welsh meal. In modern Welsh the word is used to refer to any soup or broth. In English the word is used to refer to a traditional Welsh soup. Historically, ingredients tended to vary, but the most common recipes included salted bacon or beef with potatoes, swedes, carrots and other seasonal vegetables. Modern variations of the meal tend to use lamb and leek. Cawl is recognised as a national dish of Wales.

Cawl was traditionally eaten during the winter months in the south-west of Wales. Today the word is often used to refer to a dish containing lamb and leeks, due to their association with Welsh culture, but historically it was made with either salted bacon or beef, along with potatoes, carrots and other seasonal vegetables. With recipes dating back to the 14th century, cawl is widely considered to be the national dish of Wales.
The meat in the dish was normally cut into medium-sized pieces and boiled with the vegetables in water. The stock was thickened with either oatmeal or flour, and was then served, without the meat or vegetables, as a first course. The vegetables and slices of the meat would then be served as a second course. Cawl served as a single course is today the most popular way to serve the meal, which is similar to its north Wales equivalent lobsgows. Lobsgows differs in that the meat and vegetables were cut into smaller pieces and the stock was not thickened.
“Cawl cennin”, or leek cawl, can be made without meat but using meat stock. In some areas cawl is often served with bread and cheese. These are served separately on a plate. The dish was traditionally cooked in an iron pot or cauldron over the fire and eaten with wooden spoons.
In Welsh, gwneud cawl o [rywbeth] (“make a cawl of [something]”) means to mess something up.” [Wikipedia]

Here are some recipes from British Food at About (dot) com. This one for Welsh Cawl. Here also is a traditional Welsh recipe for Welsh Shepard’s Pie. Another traditional Welsh lamb recipe, Roast leg of Welsh lamb with Ginger, Honey, Cider and Rosemary. And for those who would prefer a beef dish, here is a recipe for Welsh Rib Eye Steak with Peppercorn Sauce. This will give you some idea of the diversity of the Welsh tradition of St David’s Day. There are many more Welsh recipes online. I have listed but four of them, which appear to be more on the traditional lines. There is also a short anthropological explanation of the foods with each of these recipes. Enjoy!