Grand Duchy are a husband and wife duo comprising of one-time Pixies singer Frank Black and Violet Clark. Clark explained to The Sun February 20, 2009 the idea behind the duo's name: "A grand duchy is a principality overseen by a Duke or a Duchess. We find the idea of inhabiting a realm of one's own appealing. We like the idea of making up one's own rules."
Black and Clark played all the instruments themselves on Petit Fours except for a "bail-out" on the bass for this song. Clark told The Sun that playing all the instruments themselves was "really empowering and fun - and, at times, a complete disaster (hence, the bass 'bail out' credit)."