Candy cigarettes! I remember those, they always felt very naughty because Smoking Was Bad, but they were really nice.

Sad cakes remind me of something my grandmother made called pets de soeurs (literally nun's farts) where you roll out leftover pastry, butter it, sprinkle it with brown sugar and cinnamon, roll it into a sausage and cut it in slices and bake them in the oven at the same time as the pie, and give them to any small children who are hanging around the kitchen hoping for a snack.

This is a great bit of history, thank you for sharing it all.