Let’s just say you wanted to be cheap this holiday, and instead of ordering a drink of a menu you brought your own beverage. Would you consider that a dick move? Even if you’re already spending money at that restaurant?
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Well, some restaurants are BYO alcohol - it stands for Bring Your Own (corkage and whatever might apply).
I would consider it rude to bring anything else from outside to consume in a restaurant's dining room - particularly if that item is available on their menu.