coffee roll vs bun

coffee roll and bun both are nouns.

Word	Noun	Adjective	Verb	Adverb
coffee roll	Yes	No	No	No
bun	Yes	No	No	No

As nouns, bun is a hypernym of coffee roll; that is, bun is a word with a broader meaning than coffee roll:

coffee roll: any of numerous yeast-raised sweet rolls with our without raisins or nuts or spices or a glaze
bun: small rounded bread either plain or sweet

Other hypernyms of coffee roll include roll.

coffee roll (noun)	bun (noun)
any of numerous yeast-raised sweet rolls with our without raisins or nuts or spices or a glaze	small rounded bread either plain or sweet