How are twinkies made?

You could make a giant Twinkie by baking yellow sponge cake in a loaf pan or pans. After it is baked and cooled, turn it upside down and carefully cut off the bottom of the cake. Hollow out a channel down the length of the cake and fill with sweetened whipped cream.

Replace the bottom of the cake and turn it right-side up. You could carefully carve the corners of the cake to make them rounded like an actual Twinkie.