Never heard of it, and I was in Chicagoland for almost 30 years. I would definitely try it -- love custardy stuff.
It's interesting when there are local items available. When I was growing up in NJ, the bakery in our town had a "brown derby cake." It was a 3-layer chocolate cake, whipped cream icing and cake crumbs all over. One of the layers had banana filling, the other strawberry. I've been trying to find something similar, but keep coming up with one that adds peaches.
I never considered a local thing until I tried to find it in other areas.