Apparently they still do: https://www.amazon.com/Shredded-Wheat-Original-Cereal-15-Ounce/dp/B0035DZNUQ
Its called shredded wheat in USA. Ours come in small "bails", sometimes with a layer of dried frosting on one side, if you're lucky.
https://www.amazon.com/Shredded-Wheat-Original-Cereal-15-Ounce/dp/B0035DZNUQ