Time Out says
This is one of those habits that will never die: once in Sintra, you gotta have a travesseiro. Locals do it, people from the surrounding areas to it, tourists do it... Travesseiro means pillow, but we’re talking about a pastry that merely resembles one. Made of puff pastry, egg cream and almonds, it is a complete delight. The best ones are sold at Piriquita (established in 1862). Not satisfied? Queijadas de Sintra are also a treat.