I think we have a winner! My housemate Markos (technically he's former now, but everyone from the infamous Leopold/Catherine gang refuses to move on) brought me what I always ask for from Greece. Tsoureki (sweet bread). His mom always gets it from their local zaxaroplastio (pastry shop) in Nea Ioania (Mesologiou 24). It's called Τα Γιούλια (Ta Gioulia).
It's got texture, aroma, and it's always soft and never dry. Their contact information follows.
ΜΕΣΟΛΟΓΓΙΟΥ 24 - N.ΙΩΝΙΑ
ΑΝΑΓΓΕΝΗΣΕΩΣ 51 - ΠΕΡΙΣΣΟΣ
Τηλ: 210 2799766
Τηλ: 210 2798351
Also check this site out. Miltos catering. Hot desserts!