Hidden in a vault underneath the Ethiopian Monastery, Zalatimo is famous for its mutabbaq (also called zaltomeeh), created using a family recipe finessed over 150 years. After elaborate massaging and twirling (watching the process is part of the fun), the pastry is stuffed with clarified butter, cinnamon and walnuts or sheep cheese, baked and drizzled with sugar syrup.
Check the price when you order; calculation errors aren't unknown.
There is no obvious shop sign, so look for the grey metal door halfway up the stairs (behind a juice stand). Opening hours vary, so you may need to try a few times.