This is a Swiss roll, but in Brazil we call it “rocambole” and it’s very popular in birthday parties. This desert it’s actually Portuguese and it came to Brazil because of the Portuguese colonization, like most of the Brazilian food. You can fill it with sweets (doce de leite, nutella, guava jelly) or savory (jerked beef, mince, ham and cheese, spinach and ricotta). This one I made with doce de leite (in Portuguese) or dulce de leche (in Spanish) which is a very popular ingredient in South America.
You can take the "skin"of the egg yolk out so the dough doesn't smell like egg that much.