Does anyone know of a recipe for anything that sound like this.
Just taking a look through the archives. This thread is a bit old, so hope this still relevant - I used to make something quite similar- but different shape using croissant dough, and rolling like you would a pain au chocolat.
I had a look and think this link describes exactly what you are looking for though.
They mention lardy cake, so a Chelsea bun recipe dough would probably be a good starting point for the 'bun dough' mentioned, then follow the method described on the link.