What is a Welsh Cake Anyway? Welsh Cakes are a traditional breakfast food and tea-time snack from Wales. They combine the very best elements of a scone and a biscuit, but they're cooked on a griddle like a pancake. They are handmade in small batches to preserve the integrity of the cake and they are simply delicious. How should I eat my Welsh Cakes? Welsh Cakes taste great all by themselves. You also may enjoy them with butter, jam, or honey. Try them in the evenings with wine and cheese.