Collon is a cream filled biscuit. It is the shape of a small tube and filled with delicious cream. Now, I know that it is oddly named but again trust me as it is very tasty. If you can get by the name then definitely give this Japanese snack a try. Collon is made by Glico, which is the biggest candy company in Japan.
Here are some pictures of the delicious Collon
You can read about more delicious Japanese snacks at Japanese Snacks