Danubio rolls are typical of Italy's Campania region. The rolls are baked close together so they're just touching, and you pull them apart one by one. This is the savoury version, but you can make also a sweet one.
You can stuff your danubio with almost anything you fancy. Typical Italian choices would be chopped cheese, salami, prosciutto, etc. You could also add sliced olives, sun-dried tomatoes, sauteed mushrooms with cheese. The possibilities are almost endless.