We used to buy a few cheese buns each to eat in the car on our trip from Edmonton to Calgary on Fridays to play in squash tournaments.
These were about the size of a large muffin and looked like they were baked in muffin tins. Basically a piece of bread dough sprinkled generously with cheese and rolled up then put into the muffin tin and baked. The cheese melts and oozes out the top and caramelizes on the top and sides. Very good.
From Anna's picture it looks like the bun has been sliced in half and toasted.