These seem to be the craze in London at the moment and are becoming a bit more widespread now Gregg's are even set to make their own version.
I got mine from Rinkoff's Bakery, they call theirs crodoughs FYI. They did three flavours when I went, custard, raspberry and toffee apple. But this week they have released a new flavour, chocolate fudge!
We also bought some bread and a honey cake. All yum