3 Great St. Petersburg Hole-in-the-Wall Barbecue Joints. We invite you to embark on a culinary journey through the St. Petersburg hole-in-the-wall barbecue joints, as we shine a spotlight on three of its great St. Petersburg hole-in-the-wall barbecue joints. These establishments are just a glimpse into the rich tapestry of flavors and traditions that define this city’s barbecue heritage.