I have had a heck of a time tracking down Mexican pastry and baked goods in Seattle. I have found Mexican Wedding cookies at Whole Foods, but I have had the most luck bodega-hopping in White Center.
The Albertsons in White Center appears to serve its Mexican-American community very well. That is my first stop for Mexican beer, decorations, soda pop, CDs and hard-to-find spices. I would not be at all surprised if their bakery was not geared up for the Day of the Dead already.
Another option is the Food Lover's Guide to Seattle available at local retailers or here http://www.amazon.com/exec/obidos/tg/detail/-/1570612471/102-3429539-3708114?v=glance. I have not seen the latest edition, but it's worth a shot.