For example, Marmite Crumpets don't exist. You cannot buy them at the supermarket. To be clear: you can buy crumpets, you can buy marmite, you can buy butter; but you have to assemble them at home.
If you walk into a breakfast cafe, they will happily serve you sausage / egg / bacon / french toast / bubble / squeak (whatever that is). But no marmite crumpets. If you ask them to make it, they will give you a very strange look. It's not typically offered. It's something you just have to make at home.
It is unbuyable. Any tourist who comes to the UK to try a Marmite crumpet would need to bring a toaster or an oven with them, or quickly befriend a brit and hope that they have all the ingredients at home.
It's not a secret. You just can't have it.
*munches into crumpet thoughtfully, and salivates at the juicy savory delight, whilst staring at you pityingly and condescendingly*
Anyway, what's something that I could never experience unless I made it myself in your local?
The Cannibal Sandwich, which doesn't actually use human flesh, but is also not a sandwich. Anyway, you take a slice of rye cocktail bread, spread on some raw, ground beef, then top it with some sliced onion, salt, and pepper. You can't get it ready-made, because nobody likes e. coli or salmonella poisoning. In fact, you have to make special arrangements to get the beef ground by a butcher in a clean grinder, and pretty much eat it the same day.
Though you can get aperitives and stuff with raw ground beef in European countries. More strict food safety laws and whatnot.
Oh now that's something I want to try
Like beef tartare on rye bread?
That sounds like something you need insane amount of trust to eat it, like tartare.