As my friend Barry Popik explains, the word "campechanas" first entered the Texas food lexicon in the 1930s as the name for the flaky Mexican pastries that crumble into sweet flakes when you bite them. The glazed rectangles are similar in texture to the French "elephant ears."
The pastries are dry, but they are intended to be consumed with a breakfast beverage. El Bolillo, the Mexican bakery on Airline across from Canino's, makes a particularly fine example of this traditional pan dulce. I ate one from the bakery a few days ago with a coffee mocha made with half Mexican hot chocolate and half dark roast coffee.
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The name of the pastry is a little confusing in Houston because when we hear the word "campechana," most of us think of the seafood cocktail made famous by Goode Company Seafood. Jim Goode's Mexican seafood cocktails contain lots of lump crabmeat and salsa and no ketchup. I am not sure when or where the campechana seafood cocktail was invented, or if it predates the pastry--I'm hoping the master food etymologist, Barry Popik, will figure it out and get back to us.