A Frou Frou is (according to Wikipedia) a "thin Wafer Cookie (sandwich-like) filled with Vanilla Creme. Of Dutch origin; also produced in Germany..."
I had one for the first time this weekend and it was delicious! It was similar to a French macaron but with different textures. The cookie was crisp on the outside, chewy on the inside, and full of bits of toasted almond. The filling, in this case, was a light chocolate buttercream-type mixture. So good!