We opted for the filled malasadas - filled with custard cream (vanilla, guava, chocolate, and coconut). This was a huge mistake given our lack of appetite at the time of purchase. We figured we'd take them back and have them for dessert later and maybe for breakfast the next day. Later that night we split another one which was by then at room temp and it just wasn't the same. It wasn't awful, but it wasn't good.
Undeterred (stupidly), we tried again the next morning even though (more stupidly) we hadn't put them in the fridge the day before (custard... they were warm balls of dough that had been filled with custard; what did we think was going to happen to that custard in its warm casing when left sitting out?). We tentatively tried the chocolate one and it seemed a little off so we each just had a nibble as we realized our mishandling, but still, I decided to try the coconut one. I cut it open and stuck my finger in the custard to give it a try and immediately rushed to the sink to spit out the tiny bit of completely spoiled coconut cream, after which I wiped my tongue off with a kitchen towel. Lesson learned, but definitely go to Leonard's if you're ready to wolf down some doughy balls of goodness seconds upon receiving them.