DW's family is from the UP and we visited a couple of times. I love it in late summer, but wouldn't dream of going up in the winter! 365" of snow!
For pasties, the local relatives recommended Toni's Country Kitchen in Laurium. The pasties were really good, and they have good cinnamon buns too. Nice, friendly, casual place.
We took a boat from Copper Harbor to Isle Royale and spent a few days there. It is a beautiful national park. Hiked a lot, ate a lot of wild blueberries, raspberries and thimble berries in late September. We missed seeing the northern lights because we were so tired after a long hike that we went to sleep early.
In the UP, we hiked along the Pictured Rocks National Lakeshore & took a boat on lake superior from Munising to see the cliffs from the water. Au Train bay has a really beautiful beach - the water, of course, is another story!
I don't recall having a whitefish dinner.