The purpose of Lent is the preparation of the believer for Easter through prayer, doing penance, repentance of sins, almsgiving, and self-denial. As the name suggests, one would eat ravenously - preferably seven meals a day - to stand firmly prepared for the 40-day fast. The traditions around the calorie-rich feast day remained even after the rules of fasting disappeared with the Protestant Reformation.
Since it was the last chance before the fast to eat milk, eggs, and white wheat flour, perhaps a dessert in the form of a fixed bun was on the menu.
That is why we Swedes to this day, in one of the most secular countries in the World, stuff ourselves with the delicacies in the picture. There are variations of semlor (sehm-lohr is plural, sehm-la is singular) throughout Scandinavia and in Sweden they go by several different names: 'semlor' in the north, 'fastlagsbullar' in the south, and 'hetvägg' if they are eaten with warm milk and sprinkled with cinnamon.
Here's a recipe for fastlagsbullar in English that I found on the thelocal.se (url).
