Robert, Merry Christmas back to you too! This stuff IS "interesting". Might even be called addictive ...
Boufa, you and aren't quite on the same page yet regarding kataifi so I tried to research it a bit. A couple of interesting pages I found are linked below (the photos in the first are great -- I've seen filo being made, but never kataifi!). It appears that kataifi dough is a dropped or extruded item rather than 'shredded' although you're not the first person to refer to it as 'shredded filo'. It's circular in cross-section, however, rather than flat which would
Meanwhile, back to kataifi meaning a dough and kataifi meaning a prepared, finished sweet. I can't defend my stance on this at all and infact I suspect we're probably both right, but to me kataifi is the dough, and desserts made with it such as that you describe are "X with kataifi" -- baklava with kataifi in this case. However, I don't purchase commercial baklava-like sweets, filo or kataifi, so I don't really know how one would properly call them in a bakery. If you do buy them and refer to them as kataifi and are understood ... I bow to your experience!
The second link below shows a great-looking recipe called "kataifi with cream filling" which would support the idea that kataifi refers only to the dough. However! Below on the same page is a recipe for "mini kataifi" which are none other than a basic baklava filling with kataifi dough!
Go figure. It may be one of the many unexplainables and inconsistencies here. I'll ask around though. If I come up with anything juicy, I'll let you know.
Yogurt Land » Blog Archive » How the kataifi is made