From the 16th to the 19th Centuries 'whim-wham' was used as the name given to a simple type of trifle.
Walter Scott's 1819 'Bride of Lammermoor' mentions; "Florentine and flams - bacon wi' reverence, and a' the sweet confections and whim-whams."
A 'Whim-Wham' was any small and fancy thing, the word used for sweet deserts presumably in the same way as 'trifle' and 'fool'.. It was also a comical alternative to 'penis'.- Joseph Taylor's 'Reply as true as Steell' of 1641 mentions that "He caus'd some formes of flowers..'twixt the Beast legges be painted To hide his whim wham."
Grigson 1974 suggests biscuits soaked in sherry with flavoured whip cream on top and angelica decoration.