"Oyaki" is a Japanese dumpling made of vegetables, rice, or any other filling, wrapped in buckwheat dough then roasted.
「お焼き」は英訳がないと思いますが、「bun」か「dumpling」が一番近いと思います。例えば、
rice in a bun / rice dumpling
udon in a bun / udon dumpling
vegetables and tuna in a bun / vegetable and tuna dumpling
など
英語で「お焼き」を説明したいなら、こういう文章が良いと思います:
"Oyaki" is a Japanese dumpling made of vegetables, rice, or any other filling, wrapped in buckwheat dough then roasted.