Mix egg yolks and sugar until a yellow paste forms and then shape, then that yellow paste is either encased in pastry or dough.
Convents and Monasteries started to churn out sweet treats in the middle ages, when sugar was made available in Portugal through the Portuguese world-wide trade routes. Eggs play a major part in the cake making process, as egg whites were used to starch clothes, nuns habits and alike. Egg whites were also used to clarify home made wine and beer.
Nuns used their initiative and in the spirit of making money for the church started to sell sweets. It has now become part of the Portuguese culture. Coffee shops have a bewildering array of cakes on offer, there are the staples such as a Bolo de Berlim (a doughnut with the yellow stuff in the middle) the Pastel de Nata (a pastry case with a thicker bit of yellow stuff in the middle). There are regional treats such as ovos moles (translates as soft eggs) available in Aveiro (it's yellow stuff in rice paper)....there are Tentugal pastries (it's the yellow stuff in filo pastry).......But there are lots without the yellow stuff, such as beer cakes or bean paste cakes. Whatever they are they are intensely sweet and give a great sugar rush. Here is a lovely summary of sweet treats on offer in Portugal.