Oh, it's absolutely a thing here, called Tłusty Czwartek (Fat Thursday, same thing though). All have a jam/custard/cream filling, yes. Every bakery has their own way of making them, so it's hard to generalize beyond glazed/powdered and how much filling went in. For filling, strawberry and raspberry are popular, dog rose is decently common (and my favourite). The weirdest I ever had was with smoked plum jelly, and although I found them revolting (despite liking powidła), they have their fans too. It's not too hard to find others though, from kiwi to caramel pudding, but not all bakeries bother. Some make, say, 50 of 20 flavours each, while others will bank on a sure thing, like strawberries. And thanks. I only broke a finger before, so don't have much reference, but it's definitely an annoying injury.
It's the name from the box, but I'd guess the first one had plums smoked/dried in a smoker before they went into jelly? Kinda like how some people w̶a̶s̶t̶e̶ ̶g̶r̶a̶p̶e̶s̶ produce artesian wines from processed raisins? My focus went to 'revolting' bit -- powidla can be friggin delicious in everything from meat gravy to porridge, but when you get a smoky-spicy-bitter mix instead of expected sweet…