There are many possible origins for the term "Yankee", most, if not all, are connected to the Dutch Wordorigin on the word "Yankee". Given that the Dutch preferred New York to Boston, I'd say that New York can claim the word on the basis of primacy--

As to Escamillo's essay on the Argentinian grilling, and Rowan's tongue in cheek commentary-- it is interesting, if not amusing that, whereas most men will not deign to lift so much as a napkin in the kitchen proper, the barbecue/grill (or whatever) is regarded as iconic male territory--