A kolache is my favorite when I want something comforting but small (it's basically a soft, pillowy bread roll with some type of filling). One of them is the perfect size to feel like a treat, but not inhibit you from working out in an hour. Best savory is the sausage, egg, and jalapeno, I like the poppyseed for the sweet. Sleeper hit is the orange roll, although be warned that that baby is massive and will put you to sleep.
NYC bakery hitlist
