At around 6:26 in Episode 22 of Lucky Star, Kagami (the purple long hair twin girl) said,
I used to stir my yogurt and go on, 'bread factory!'
Then Akira asked,
Bread factory?
Kagami replied,
Haven't heard of it?
Kagami then blushed, Akira went on,
Hey, what was that just now? Bread factory? Don't be embarrassed, just 'fess up.
Kagami (blushing):
Shut up!
I totally don't get it. What's 'bread factory'? Why did Kagami blush?
Apparently they are talking about what they did in childhood, in particular, playing by pretending(?). Just before the scene, the girl on the right (Akira?) says that she used to regard a straw half filled with coffee as Pocky.
In the scene, Kagami gives another example of such pretending play. The first line in your question means she did play by pretending the stirred yogurt as bread dough, hence "bread factory". She assumed the others would agree like she agreed with the Pocky example previously mentioned. But the girl with golden/light brown hair was puzzled and the girl with brown hair starts teasing Kagami, who blushed because she realized she was the only one (i.e., it is "oh, it is jut me?").
