Conchas. Conchas (shells) are a Mexican pastry that is famous for its shape of a shell. The pastry contains a sugar shell pattern on the top. This is one of the most famous Mexican pastries recognized in the United States. It is also referred to as &quot;pan de huevo&quot;. Accompany this Mexican sweet bread with a hot cup of coffee or champurrado and the first warm bite will melt in your mouth. Conchas have a sweet hardened crust, and the inside is thick, soft, and fluffy.