Pão de Queijo
These “cheese rolls” are original from Minas Gerais, a neighboring state, but they have spread around the town in such a way that I challenge you to find a café where pão de queijo cannot be found; even Starbucks will have it. One large chain of coffee shops is so specialized that it’s called “Casa do Pão de Queijo,” namely the ‘house of the cheese roll’. I bet you’ll even have it for breakfast at your hotel. Most are quite good, although in some simpler places they might be too doughy and rubbery. The ideal one is crunchy on the outside and soft on the inside. I suggest you try one from the “Casa do Pão de Queijo", which is the best in my opinion. Prices around the city will range from R$1,50 to 3,50.
Some shops will also offer ‘mini pães de queijo’, so you may buy a large paper cup with some 10 or 12 small units for 6,00 to 9,00. In case you really love it, it is possible to buy the mix to take back with you and prepare it at home, just of course it won't be the same...