From Medium Large’s Illustrated and Admittedly Incomplete History of the Turducken:
Historians cite that the layering or–as it is known in Drake’s Cakes Circles–“yodeling” of animals…
harkens back to the Middle Ages, when the church temporarily lifted the ban on combining different species to trick Jews into not eating kosher. (Balloon: Wait… do I taste dolphin?)
Back then farmers would hide livestock inside one another to avoid paying higher husbandry taxes, to conceal golden-egg-laying geese from brigands or to give them something to do besides dying, wishing they were dead, and watching with envy as others died before them.
If you’re interested, there’s more pre-medieval and post-medieval history in the panels above and below these. Check them out.