The Semla or Lenten buns are historically tied to Shrove Tuesday as the semla was the last festive food before Lent.
Traditionally the semla was simply a bun eaten soaked in hot milk (known as hetvägg).
Today the semla is a small, wheat flour bun, flavoured with cardamom and filled with almond paste and whipped cream. The semlas are eaten from Christmas until Easter.
The last few years there has been interesting variations with the semlas. My favorit is the semla with vanila cream instead of the almond paste. In 2015 the semmelwrap appeared, instead of the original semla bun, the dough is rolled out flat, filled with almond paste and whipped cream, then folded and eaten as a wrap. I have never tried it but it sounds nice.