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Twinkies are made up almost entirely (by mass) of the things listed above. The only major thing missing is sugar.

Should you check the ingredients again? that's your definition of most?

Twinkies ingredients, minus the less than 2% (was saying most by mass):

Sugar, Water, Enriched Flour, High Fructose Corn Syrup (sugar), Tallow (animal fat/oil), Dextrose (sugar, from the HFCS), Egg

Twinkies are >98% sugar, flower, oil, with a little bit of egg.

You could substitute the tallow with other similar kinds of oils if you wanted, like say coconut oil.