Just had a quick visit into Paris. Strangely enough, I have come back with tartelette au citron meringuée! 
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It really depends! English or French? What exact type of thing? Typically in English we'd say something generic like baked goods...
...then have more specific terms for more specific types of baked good. This one, for example.. I don't think it's baked, no pastry in it..
I guess I'd call it a little dessert, or something like that! Which makes it even more inappropriate for eating in the afternoon! 
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