I am not sure if it is Chayote because they are famous for not having any taste , in Australia apparently they use Chayote (called choko) in McDonalds Apple Pies as the "apple pieces".
If it has flavour, and if it is not coming from the sauce/seasoning of what it is with, then maybe it some sort of egg plant? They come in all different shapes and sizes and ...
According to this Korean blog post it is Salamande bread, and the packaging calls it "Taste of Europe". You know Koreans love a good European bakery.
Salamande is also covered in this blog post as well.