I have been seriously losing sleep over this since Wales! I think i've found the answer. I'm not sure whether you would put a sausage in one though. I'm also a little bit worried about the last one........
cob1
n
1. (Life Sciences & Allied Applications / Zoology) a male swan
2. (Life Sciences & Allied Applications / Breeds) a thickset short-legged type of riding and draught horse
3. (Cookery) (Law / Recreational Drugs) short for corncob, corncob pipe, cobnut
4. (Life Sciences & Allied Applications / Plants) Brit another name for hazel [1]
5. (Mining & Quarrying) a small rounded lump or heap of coal, ore, etc.
6. (Miscellaneous Technologies / Building) Brit and NZ a building material consisting of a mixture of clay and chopped straw
7. (Cookery) Also called cob loaf Brit a round loaf of bread this is a loaf of bread so not sure we can count it as being like a bread roll/bap/bun
vb cobs, cobbing, cobbed
(tr) Brit informal to beat, esp on the buttocks
[of uncertain origin; probably related to Icelandic kobbi seal; see cub]