They are definitely available at Christmas markets and can be seen at other places, such as food carts and sometimes at bakeries attached to grocery stores. People are quite fond of them.
I am not one of those people. I finally gave one a try at a Christmas market in December. It's a strange beast, this dampfnudel. Think of an undercooked roll that's incredibly doughy but with a very salty bottom that's crispy. The whole thing doesn't taste like much, other than flour and salt. The vanilla custard sauce that came with it didn't taste like much, either. Sorry, Mr. Dampfnudel. You just didn't do it for me.
|Dampfnudel on left, uninspired vanilla sauce on the right.|