What rhyme is mans request for taste of pastry denied?

The rhyme you are referring to is likely "The Dish Ran Away with the Spoon." In the nursery rhyme "Hey Diddle Diddle," the dish and the spoon are personified and run away together, leaving the poor man in the moon without his requested pastry. This rhyme is a classic example of nursery rhymes using whimsical and nonsensical elements to entertain and teach children.