The Cooked Key is one of the stranger keys that Heather Mason picks up in Silent Hill 3. During her journey through the Otherworld Central Square Shopping Center, Heather comes across a barbecued dog prepared in the third floor restaurant, apparently laid out for a single diner. It resembles the Groaners from Silent Hill. According to the Book of Lost Memories, the dog swallowed the key and was cooked alive.
After commenting on the dish with disgust, Heather picks out the small key from inside the dog, seemingly barbecued with it. The key opens the door to "Cafe Tirn Aill," located on the second floor of the Otherworld Shopping Center.
Looks scrumptious...