One popular legend traces it to Bordeaux convent nuns, who supposedly got free egg yolks as a byproduct of the city's wine-clarifying process — a guild of cake-makers was already regulating the trade by the 1660s.
A cannelé is a small cake baked in a fluted copper mold until the outside turns dark, almost burnt-caramel crisp, while the inside stays soft and custardy with vanilla and rum. Bakery and market stalls across Bordeaux sell them warm by the bag.