MARINE AFFAIRS.--Clams, sherry cobblers, and bathing dresses. For further particulars, inquire at the "Oceanic House," Coney Island....
--Brooklyn Daily Eagle, Monday, August 19, 1850
I don't really drink, but it appears the sherry cobbler was a drink probably made of crushed/shaved ice, sherry, sugar and citrus like lemon, and sucked through a straw, reed, or macaroni (!!!). It was reportedly very popular back in the day; even Charles Dickens wrote about it! I can't tell if it would've been strained in the 1850s, but another Brooklyn Daily Eagle article describes it:
The following amusing hit is from the "Great Gun," a satirical and humorous paper, just commenced in London by some of the writers for the celebrated "Punch :"
The Sherry Cobbler.
Suggested by seeing the article announced at the North and South American Coffee House, in Threadneedle street.
The great feature of civilization is--a sherry cobbler.
The men of the West-end fancy they know something of taste ; that they are judges of the delicate and refined. No fallacy could be more glaring. Sherry cobblers are barely known out of Threadneedle street.
The circumstances that Columbus was unable to attach his name to his discovery, and that Dr. Guillotine was unable to detach his name from his invention, are cited by Victor Hugo as two remarkable instances of ill-fortune. Let us cite as a third that the name of him who invented the sherry cobbler is buried in oblivion. Yes, he who first taught rude man to lay sparkling crystals of ice beneath the delicious Sherry, and to flavor the liquid with sharp slices of lemon, and then to imbibe it, not by coarse Thracian draughts, but gently, lightly, and playfully through a rustic straw, is totally unknown.
Let us, therefore, devise a fable to account for the origin of the Sherry Cobbler and its importation to our beloved country.
--Brooklyn Daily Eagle, Wednesday, January 8, 1845
Married...with dinner has a pretty decent summary that matches with the other explanations I saw.