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Eat Mexico guide Natalia Gris, right, splits quesadillas with tourists in Mexico City. Unlike the rest of the country, if you want a quesadilla with cheese in the capital, you have to ask for it. To millions in Mexico City, a quesadilla without cheese makes total sense. As cook Marta Martínez explains, her customers like their quesadillas filled with all kinds of ingredients: squash blossoms, mushrooms, sliced peppers — cheese is often an afterthought.