There are about 50 different spellings for cannelé, but it's all the same-- a batter of egg, milk, vanilla and rum among other things is cooked in a small copper mold. The resulting caramelized exterior reminds me of a burnt marshmallow or a crème brûlée crust, but with a better, chewy texture. Meanwhile, their shape is oddly sexual.
Inside, the crème brûlée comparison holds, with the guts having a custardy texture and a hint of vanilla, but with a slight chew. I have to say I didn't really detect the rum. But damn these are addictive.
Stop in at Balthazar Bakery to get yours (or order the pastry basket during brunch at Minetta Tavern). They're only $2 apiece. While I've also found them at Van Leeuween, they're best avoided. If you're so inclined to make them yourself, check out this recipe and read this epic eGullet thread.
80 Spring Street (at Crosby)
New York, NY 10012