The term petit four can be used for most any small cake or pastry item as long as it is small enough to be eaten in one or two bites.
"petit" = small
"four" = oven
Most, though not all petits fours are baked
Petits Fours Secs(dry) includes cookies, baked meringues, macaroons and puff pastry products
Petits Fours Glacesare iced; eclairs, tartlets, filled meringues and cakes