Darn it, 10 minutes after we had bought Mexican pastries, we followed our noses and stumbled upon Las Lomas Panaderia y Pasteleria, which sells cakes and a whole lot of pastries.
We didn't end up buying anything here, since we had just bought some pastries already. But if I get some time I will head here and try some of these out. They were coming out with freshly baked batches even at 5:30pm. *And* they sell donuts, which strangely is a pretty rare thing to find in Philly, besides the Dunkin' Donuts ones. Here's a few photos for you to behold:
Las Lomas Panaderia y Pasteleria
1034 South 9th Street Philadelphia, PA 19147 (Map)