Found some facts about the semla at National Geographic:

“ Designed to literally fatten you up in preparation for 40 long days and nights of fasting, semla (plural – semlor) are oval shaped wheat buns filled to overflowing with almond paste and fully whipped cream.

Widely consumed all across Scandinavia and in the Baltic states of Latvia and Estonia, semla became popular in Sweden as early as 1541 and its name is derived from the Latin word semilia which refers to semolina or fine wheat flour used to make the dessert.

It was originally eaten only on Shrove Tuesday, the day before Ash Wednesday, but nowadays as fewer Swedes observe the religious season of fasting and prayer, locals start downing semlors pretty much right after New Year’s up until Easter with each person consuming an average of five semlor per year.”