I'm charmed by the many ways that bakers signal what's inside their wares. You can't, however, always judge a nut by its shell. The oreshki of Lithuania, Russia, and neighboring countries, for example, take the form of walnuts but are filled with cooked, sweetened condensed milk called sguschonka. (Many writers of Eastern European descent frequently and not unfairly refer to this filling as dulce de leche.)
Similarly shaped hodokwaja, or walnut pastries, are a popular snack on the streets of Korea. (You may also see the spelling hodugwaja, and I suspect that "Cocohodo" is a nonstandard, brandable transliteration of "cake walnut.") Though you might track down plastic-wrapped trays of locally made hodokwaja in Korean markets, they can't compare to little cakes that are still piping hot — like this free sample — especially when there's a chill in the air. Inside the baked-dough "shell" you'll find red bean paste and, yes, a chunk of roasted walnut, too. It's a nice combination.
Cocohodo
158-07 Northern Blvd. (158th-159th Sts.), Murray Hill, Queens
(The first New York location of a California-based chain)
917-808-5306
www.CocohodoUSA.com