@Aeternis Tenebris  
Well, not being a mind reader, I had no idea which piece of information you were missing as to why the cucumber sandwiches, so I provided all of it. You’re welcome.

@Alara Rogers  
Jeez I didn’t ask for the entire plot to the season finale, I asked why a cucumber sandwich, because I didn’t remember Discord brought cucumber sandwiches.  
Thanks anyway.

@Aeternis Tenebris  
Because in the first episode of the finale two-parter, Discord promised to bring cucumber sandwiches to a tea party with Fluttershy; when he finally showed up, though, he’d sold them all out to Tirek, so he brought the cucumber sandwiches and then imprisoned them all in a cage. At which point, after stealing their powers, Tirek double-crossed him and stole his, leading him to recognize what a dickwad he’d been and to feel great remorse for what he’d done. By the end of the episode, Tirek is back in Tartarus in a cage, similar to the cage Discord put the Mane 6 in. So the cucumber sandwich is Discord shoving Tirek’s face in the fact that, because he backstabbed Discord, Tirek is now in the same position the Mane 6 (minus Twilight) were in when Discord was still on Tirek’s side.

@Background Pony #1180  
Friendship is cucumber sandwiches.

@Aeternis Tenebris  
In the Season 4 finale, Fluttershy and Discord arrange a tea party and Discord said he’d bring cucumber sandwiches. My guess is that the sandwich Discord is holding in the picture is a leftover from the tea party.

Is there a reason it’s a cucumber sandwich specifically?

I can see Discord doing this as one li’l final “middle-finger” to Tirek.

…why?