[From Every Woman's Cook Book, by Mrs. Chas. F. Moritz (1926) p. 151]

                OPOSSUM WITH SWEET POTATOES

   After opossum is skinned, entrails removed and cleaned, season
well with salt, pepper, cayenne and one tablespoon Worchestershire.
Dredge with flour.  Place in baking pan, add three cups cold water,
or less if opossum is small.
   Bake in moderate oven two and one-half to three hours, basting
often until tender and brown.
   Boil six or eight small sweet potatoes until tender; peel, cut in
halves, place in pan with opossum thirty minutes before it is done.
   Serve with baked apples.  This is a real southern dish.

[note: By the 1920s enough of the population was urban, and many of the rural people were modernized enough, that possum would've seemed exotic. To those who still did eat small  game, anything with cayenne pepper and especially Worchestershire sauce would've seemed exotic (except perhaps in Louisianna). Most of those who ate possum probably fried it in lard or bacon grease and seasoned it with salt and pepper, or had it in a stew (without Worchestershire sauce.)]