@Chingis, do they still do the huge Night Bazaar? Really great food there!

Not as good as Kashgar, and Chingis is still about 1,500km short of there ;-)

Lots of the larger night markets have been closed down for "security reasons", the main one being 五一路, but many of the neighbourhood ones remain. About the big chicken, my understandings of its origins are that its a Hui dish originally from Changji, which would still make it pre- liberation Xinjiang fare. I've yet to come across any Yuezhi or Xiongnu restaurants but imagine that these would please purists like our Dan.
When I lived in Kunming I often went to that 2 story place in the North. The owners were from Turpan and they said they got their meat sent down from Xinjiang. i always thought the food wasn't too bad, though the menu on a little Asus netbook somewhat detracted from the authenticity of the experience.

there is a really good Xinjiang restaurant around the intersection of Baiyun Lu and Bailong Lu, in the east of the city. Can't remember exactly where, but I am 99% sure it's here

maps.google.com/[...]

Basically if you are around a Walmart and KfC you are not too far away