I just got these by joining an alliance of 10 people and talking to the Moogle. I am from Bastok, so the Moogle was beside the fountain in Bastok Markets, just like during the Halloween festival.
Basically, you join a party of 5 people then another party of 5 allies with you, and then the Moogle will give you the cakes. Make sure you have 4 slots open in your inventory, or he won't give them to you.
He gives you 3 of each type of cake: Hume, Taru, Mithra, and Elvian. Each Vanadiel day (approx 48 min) you can ask the Moogle again. I stayed there for about 15 minutes waiting for iceday to turn into lightningsday, and I got another 3 of each cake. So now I have 6 of each.
Not sure if you can put these on the AH, aand you definitly can't sell it to the vendors, but you can put them in your bazaar.