I make it a general rule when I translate these kinds of things from Japanese to English, those being things which may be common in Japanese culture but are rare or otherwise not present in Western culture, to either preserve the Japanese word (for example we say 'sushi' instead of raw fish on rice or whatever) or to go with something descriptive when the person I'm communicating with might not know what I'm talking about, so like I might say natto to people who know what it is, but fermented soy beans to others who don't. Ultimately it's about communicating your point in such a way that you are easily understood and that doesn't sound jarring.
In this case, and given my conditions, I say you would be perfectly fine calling it a cream-filled roll. Why? Because that's what it is, and if you were trying to describe it to me as a baka gaijin, if you said to me "It's a custard brioche!" it wouldn't exactly give me an "a-ha!" moment. Translation isn't just about finding a one-to-one match for a word regardless of differences in use between languages. クリームパン in Japanese is simple and easily understood. Custard brioche in English isn't, unless maybe you're a big fan of custard brioches.
If you're just looking for the formal English name out of curiosity then you can disregard this answer. But for the sake of communication just call it what it is when there's no ready equivalent. I don't really think there's much of a difference between description and translation anyway. You can almost think of translation as just describing what something says in another language.