Mi favorite cake is from here! It's a Niño Envuelto de Chocolate, I am not a big fan of chocolate…read morebut when I tried it 2 years ago I just fell in love with it, it has a delicious chocolate pastry cream plus chocolate flakes on the outside, and the best part: it has the perfect sweeteness.
Also the baguettes, lemon yogurt ice cream & mosaic gelatin are really good. Prices are a bit high, but I am willing to pay anything for my niño envuelto!
Another thing, the people working there sometimes are not very friendly/helpful, so be sure to know what you will order and try not to ask too many questions.