18 Sep South Park Street just keeps getting sweeter. The latest ethnic restaurant to pop up is Asian Sweet Bakery, a small storefront tucked into the corner of Lakeside and South Park in the Bay Creek neighborhood. Owner Ken Yan is no stranger to offering great Asian fare in and around Madison. He is co-owner. “Thanks to Asian Sweet Bakery, I no longer need Chicago to get my fix of coconut rolls, BBQ pork bun, custard tarts, or red bean sesame balls.”. There aren't a lot of Asian bakeries in the Madison area, and everything tastes fresh here. For a small family owned business, Asian. 40 Reviews of Asian Sweet Bakery "I was starting to think that Madison did not have any authentic Chinese places: this place proved my hypothesis to be false. Take out Chinese is fine, but sometimes you need the real deal. There is one caveat to.