Almost every time I go to Japanese superstore Mitsuwa in Edgewater, New Jersey, I end my meal with an round obanyaki or fish-shaped taiyaki, pastries made of a pancake-like batter filled with sweet red bean paste. When fresh out of the griddle mold, they're crispy on the outside and steaming hot on the inside; make sure to eat them right away or they'll get soggy and dense. The fish shape of the taiyaki makes it more fun than the plain obanyaki, but they taste the same.
Unfortunately, there doesn't seem to be any place to get fresh obanyaki or taiyaki in New York City, but it's worth taking the trip across the river to Mitsuwa's food court.
595 River Road, Edgewater NJ 07020 (map) 201-941-9113