The Collaborative International Dictionary of English v.0.48:

Wigg \Wigg\, Wig \Wig\, n. [Cf. D. wegge a sort of bread, G.
   weck, orig., a wedge-shaped loaf or cake. See Wedge.]
   A kind of raised seedcake. "Wiggs and ale." --Pepys.
   [1913 Webster]