Pastel de Nata is one of the traditional Portuguese pastries, and it can be found practically everywhere, from bars to restuarants, pastelerias and supermarkets. Translated is it is 'Cream Pastry'. The closest English equivalent is probably the 'custard tart'. The semi burnt look is typical, though some are more burnt that others. It appears to be a matter of taste.
There is a good pasteleira near Gale, called 'Colibri', shown below. They have a good range of cakes, and savouries too.