Scialo's is great for many pastries (I go there maybe once a week for hermits), but I'm not sure I'd rank their Boston cream pie among the best.

I would go with, as others have suggested, either Gregg's (it's enormous and you don't even have to pre-order) or Wright's Dairy Farm.

I haven't been to Wright's Providence satellite shop, but you can always call and ask. If you do end up having to go to North Smithfield, you won't regret it. There's so much good food there you'll gain weight just by looking at it.