Game of Thrones is a world where there are very few "good guys" or "bad guys." One of the show's hallmarks is that characters who are first presented as evil (Jaime Lannister, The Hound) are characters we openly root for once we get to know them. Whereas characters who are the supposed "heroes" from Dany to Arya have all done questionable things. Those who are purely good people, like Hodor, have become fewer and farther between as winter sets into Westeros. Which is why Game of Thrones bringing back Hot Pie -- one of the few good hearted people who deserves to live -- was such a joy.
Ironically, the actor who plays Hot Pie, Ben Hawkey, was just as shocked as the rest of us to come back.
He told Entertainment Weekly,
I really couldn't believe it. I didn't see any need for it, especially after watching it. I was like, “What could they want with Hot Pie?”
Hawkey was 14 when he was originally cast as part of Arya's pack of traveling buddies from King's Landing, and says he was recognized on the street pretty regularly through Season 3, when he was still a featured character in her world.
Since hitting the age of 17 around Season 4, when he character made a final single appearance, he's mostly been out of touch with the production. He admitted he wasn't even watching the show! "In England, it's on Sky Atlantic and I didn't have Sky. So I actually never watched it. But I've caught up on it now."
As for his return, he's very pleased how his character was presented, calling it "a perfect little Hot Pie scene." It makes sense that Arya on her way down would stop at a place with someone she trusted, though his announcement that Winterfell was under her family's sway once more was clearly a shock, one that turned her horse north instead of heading to kill Cersei as she originally planned.
In a way, Arya checking in with Hot Pie was the best thing she could have done for herself. While a few soldiers on the road weren't about to recognize who she was, or what she was about, Hot Pie is one of those who still remembered "Arry," a small frightened girl hiding out as a boy. And, he knows who she is deep down. Like him, she's a survivor. It just took a nice pie with good gravy to remember that.