These tasty "donut cones" are actually based on a traditional Slovak pastry called the Trdelník. The dough is shaped into a tall, hollow cylinder and then grilled to perfection. Sometimes they're called 'Chimney cakes' and they are usually topped with sugar and walnuts.
Once people started adding soft serve ice cream they became absolutely famous. Hopefully it'll only be a matter of time before this latest fatty food craze is available everywhere.