Taiyaki is bread and jam in the shape of a fish. The batter is flour, sugar, egg and a little milk, cooked on a greased iron, about 130 calories for the shell. The anko inside is roughly half sugar by weight, 85 calories for a normal 40g fill. There is almost no fat, 3g in the whole thing, which is why it is 215 and not 350 like a butter waffle. It is also why it does not keep you full. Forty two grams of carbs and 5g of protein is a sugar snack, whatever shape the iron is.
The fillings move it a bit. Custard is about 230, chocolate 250 to 260, and the cheese and sweet potato versions land around 240. The croissant taiyaki from the chains, made with laminated dough, is a different animal at 300 to 350 because the pastry brings 15g of butter with it. The station stands that pour the anko all the way to the tail (shippo made anko) add another 15 to 20 calories and are worth it.
Where taiyaki goes wrong is the same place daifuku does. It is 215, it costs 180 yen, it is warm, and the second one is right there. Two is 430 calories and 84g of carbs at a train station at 4pm. One, eaten slowly while it is still hot, is a fair snack. The paper bag with 3 in it is a meal without any of the parts that make a meal useful.