It's called the "Bazooka Cannoli," and it comes from Pasticceria Caruso, a bakery in Sydney, Australia.
"It came about by accident, really," Josie Gagliano, the bakery's spokeswoman, told BuzzFeed. "We created it as a bit of joke for a relative’s birthday and we decided it looked like a huge bazooka gun, filled with cannoli, hence the name.
"It worked and created a buzz on Facebook, then we got our first order for it. And now they are hugely popular and we make lots of them every week."