I'll expand on this since I found it interesting. Essentially it's a reference to a French epic called "In Search of Lost Time" by Marcel Proust. It was his life's work and is around 4.2k pages or 1.3 million words! That's much larger than "War and Peace", "Les Miserables", "Crime and Punishment", "The Iliad", and "The Odyssey" combined; which is super impressive.
I have never had a Madeleine cookie, they are not common around here. Are they worthwhile to bake yourself? Since they are so famous because of this reference, I think I should find one to taste.
Interesting, for some reason I translated the Croatian word "kolačić" for "small cake" to cookie. I guess cookie is not a small cake. In Croatian the expression is "madeleine kolačić".