So, I admit that I like 1. sugar 2. fat 3. salt...and 4. gluten.
To that end, if you feel similarly, I must say that Mexican conchas will blow your mind. Not only is concha a fun and dirty word in Spanish, as it ought to be, it's a delightful pastry with which I am quite eternally enamored.
The best way to make conchas is to...just make them. Use Fany Gerson's recipe from My Sweet Mexico (although I admit that I oppose, very strenuously, her not weighing the ingredients for pastry recipes).
And then eat them, don't forget to eat them.
Buen provecho, my little cerdos.