The Mercado Municipal near the city centre is where to come for Minas cheeses, cured pork products, and local preserves. The ground floor stalls sell direct from small producers in the surrounding Serra da Mantiqueira hills — queijo Minas, linguiça, doce de leite, and goiabada. It is not primarily a place to sit and eat, but a few stalls serve coffee and salgados through the morning.
The cheese in particular is worth buying: the fresh white queijo Minas available here is far better than what reaches the supermarkets. It pairs well with the goiabada (guava paste) sold in the next stall over, a combination Brazilians call Romeu e Julieta.