The first two things that spring to mind are pasties from the UK (which are not usually spherical but can get quite hemispherical), and the "UFO-Döner" from Germany (which are more oblate spheroids). Maybe by combining these ideas, your friend can get closer to their dream?

Beef Wellington could be spherical if you so chose.

I suspect that deep-fried-battered haggis might exist which could be very spherical.

British steak and kidney pudding (a steamed pie of suet pastry) is a truncated cone shape, could go spherical with the right pastry case.