Two nights ago, I picked up a great cold weather dessert at the Columbus Circle Holiday Market. Part souffle, part eggy frittata, Red Basil Thai Kitchen's Pumpkin Custard ($4) is served steaming hot, making it the perfect sweet for an outdoor winter market.
The thinly cut slices of pumpkin interspersed throughout the custard are completely soft and match the texture of the custard. Both elements are lightly sweetened. The flavors evoke scrambled eggs with a very light coating of real maple syrup. At $4 for a hot, sizable slice, this is a good value.
If you plan to visit the market and this doesn't sound like your thing, try Breezy Hill Orchard's doughnuts or gingerbread men just a few stalls away.