Paul Hollywood is in Naples, Italy, the home of pizza! He also discovers the Neapolitan rum baba -- a light yeasted bun in rum syrup; and the multi-layered sfogliatelle -- filled with fruit and cream. Later he bakes a classic dark chocolate Caprese Cake.

Paul Hollywood meets up with his friend, Omar Allibhoy, a Madrid, Spain, native who knows all the best places to eat in this capital city. At a bakery set up to supply the Spanish Royal Family, Paul finds traditional choux pastry treats filled with a sweet cream.