Do you know that Kueh Udang is a popular delicacy in Alor Gajah, I have just learnt about it. Something like Penang Pasembur with cucuk udang served with chilli sauce instead of sweet peanut gravy.
Far out from the city, if you're visiting A-famosa waterworld... a good option for some malay food would be here. Especially the first stall that sells Kuih udang - kinda like chinese's tau kee or tau gua with sauce or rojak. Very popular here in Alor gajah, be prepared to queue if you arrived late afternoon. :) Since it's in a food court, you could order other food like satay ayam, ayam goreng, etc.