While Russians will fiercely argue that the best piroshki are the ones made by their grandmothers, the upscale chain of Volkhonsky bakeries and cafes does an excellent job at replicating a babushka’s soft, pliable dough and piquant fillings. Although Volkhonsky specializes in French breads and confectionary, their Russian staples extend to piroshki, poppy-seed twists, Borodinsky and Darnitsky black breads, vatrushka with a range of fillings, and rum babas.