Maran (Rabbi Yosef Karo, 1488-1575) writes (Orah Haim 291) that preferably one should have bread for the Se’uda Shelishit. If one cannot, he should have something Mezonot. If Mezonot is not an option than he should have meat or fish, if he can’t have meat or fish than he should have fruit. Maran than says that "U’sebara Re’shona E’kar" the first suggestion of having bread for Se’uda Shelishit is most preferable.
Hacham Ben Sion Abba Shaul (Isreal, 1923-1998) poses a question, if one does not have bread, and has the option between "cakes" or "filled cookies" such as Oreos and wafers, which is more preferable for Se’uda Shelishit.? Filled cookies such as Oreos and wafers are for sure Mezonot being that they are filled, sweet, and crunchy. Cakes are "Safek Hamosi"," Possibly Hamosi", being that they do not have all these three properties. He answers that since cakes are "Safek Hamosi", one should have these for Se’uda Shelishit over filled cookies which are for sure Mezonot.
The same Halacha applies to "Masa" not on Passover which is a "Safek Hamosi", that it is more preferable even over a dish of fancy spaghetti which is for sure Mezonot. He then writes that this Halacha cannot be applied to the other meals of Shabbat which need bread and not something that is "Safek Hamosi".
Maimonides (Rabbi Moshe Ben-Maimon, 1135-1204) writes that one should say the Beracha of "Bore Peri Hagefen" by the meal of Se’uda Shelishit. This can be done over wine or grape juice.
The Ben Ish Hai (Rabbi Yosef Haim, Baghdad 1833-1909) writes that one should cover the bread by Se’uda Shelishit. This covering is to commemorate the dew that surrounded the manna.
Summary: The most preferable food one should eat at Se’uda Shelishit is bread. If for whatever reason one cannot have bread then the preferred foods in order of importance are,Mezonot,Meat or fish, and lastly fruit. If one has a choice between cakes or filled cookies he should choose the cakes because they are a possible Homosi. Filled cookies on the other hand, is a definite Mezonot. One should have wine or grape juice at the meal of Se’uda shelishit. One should cover the bread at Se’uda Shelishit.