I think filled breads are more of an Asian thing, even including South and South East Asia.

Japan has anpan, curry pan, cream pan, etc.
Hong Kong has pineapple bun, sausage bun, coconut bun, etc.
Taiwan has taro buns, pork floss buns, black pepper buns, etc.
China has steamed buns, xian bing, shen jiang baos, etc.
Philippines has coconut bread, asado roll, corned beef bread, etc.
India has a parathas, bread pakodas, kulchas, etc.

All of these are considered breads and are stuffed with savory or sweet fillings.