Tai O Bakery is a famous one with 30 years history. All products are hand-made freshly. You can try Tai O Donut,Chocolate with Peanuts,Chocolate with Almond,Pre-order Birthday Cake, Chinese Walnut Cookie there. For their signature product, it should be TaiO donut (a sweet deep fried buns of dough similar to doughnut). You can always see a long queue waiting for the their freshly doughnuts outside the bakery.