The customary dessert of Puerto Rico, the Brazo Gitano (gypsy arm), can be found at Franco's in Mayaguez. This place has been around for generations, preparing the rolls for local markets and grocers and also for their own store.
The cake is essentially a log with a filling. This one is a zanahoria (carrot) cake with a cream cheese filling. You can find many types of rolls, with all sorts of fillings. The traditional ones contain fruit jams.
When in Mayaguez, be sure to stop here for this delicious roll.