I think (although I might be wrong) that some words cannot be translated (at least, cannot be easily translated with one word). Take for example the word "hummus" (a chick pea puree mixed with tahini, lemon juice, garlic, etc.) Personally, I am totally comfortable with the word "hummus", which is (originally) not English at all (same thing for the word "tahini", by the way). For pretty much the same reason, I am totally comfortable with the word "pulla". A pulla is a pulla. :)
Depends on the context. Osta pulla! - "buy a pulla!" but syön pullaa - "I am eating pulla/a pulla" (depending on if you're partway through eating one bun, or partway through eating pulla in general, if it's the loaf kind, for example, since then syön pullan would imply you ate the whole loaf. :o ).
Or if you're buying a pulla, you would likely say yksi pulla, kiitos. At least if it's at a bakery or such where people often buy multiples. If you're alone at a cafe, you could probably drop the yksi and just say pulla, kiitos.
There's a Finnish sentence that matches the meaning of that better: haluan pullaa syötäväksi/haluan syötäväksi pullaa. In English word order is more rigid than in Finnish, and despite this example using the exact same words as in the correct answer and still making a valid sentence, that changes the meaning of the sentence, even more so than changing word order changes the emphasis of the Finnish sentence.
In this sentence the person wants to eat (an undetermined amount of) pulla, not just to have some pulla to eat.