In Swedish they are called gräddbullar, literally "cream buns". Google translates the word into "cream puffs", a much better choice. However, this still is misleading, since there is no cream whatsoever in gräddbullar. Instead they are filled with a fluffy stuff made of egg whites, sugar, and gelatine. Actually, they are almost entirely made of the stuff, but for a very thin wafer at the bottom for some structural rigidity, and a thin layer of chocolate covering it all.
Gräddbullar come in basically two varieties, with and without coconut chips on top of the chocolate:
Another make, showing the innards:
Finally, a physics experiment probably all Swedes have witnessed in school: