Went to the Wong Wah Bakery (83 Canal between Allen & Eldridge) on the advice of Aki, and I had the Cheesecake. Oh. My. God.
It was exactly as she described it: light, moist, and not at all like the American heavy cheesecake. Very sponge-cake like.
Yes, it's truly wonderful and I regret not getting anything else, the other pasteries look equally enticing. I'm going back for lunch tomorrow and will report back.