A melon pan is a type of sweet bun from Japan made from an enriched dough covered in a thin layer of crisp cookie dough. It is called that way because it resembles a melon, such as rock melon.
Although it is not traditionally melon flavored, many variations exists : chocolate chips, chocolate flavor, cream filled, etc and some even have a funny shape !
They are quite easy to make but it takes a little time !
If you want to try, I recommend this recipe ;)