I think they're Ding Dongs.
Ding Dongs is her favorite and is shown in the series several times (if my recollection is correct.) In the season 4 finale where Brenda marries Fritz, TV Guide's "Jump the Shark" wrote an article lovingly titled:
The Closer Finale: Ding Dongs and I Dos, February 25, 2009.
"Our favorite moment of the episode came at the very end, when Brenda ditched her wedding cake in favor of her beloved Ding Dongs. The look on her face as she slathered the DD with extra icing from said it all: It's finally Brenda Leigh's time to have her cake and eat it too." (TV Guide Jump the Shark: Fox, Eric: 25, Feb. 2009: http://www.tvguide.com/JumpTheShark/Closer-Finale-Ding-1003322.aspx)