The Proof is in the Pudding

I heard someone say "The Proof is in the Pudding" the other day. What the hell does that mean? The proof of what is in the pudding? And, for that matter, how far into said pudding do we have to search to find proof?

I did a little research and found the origin. Don Quixote. "The Proof of the pudding is the eating." That, I get. But why, oh why is the proof now IN the pudding?

I don't need proof, I don't like to get my hands dirty.