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Step 1
Cut 3/4 stick cold butter into pieces and quickly mix with the flour and the lard; dissolve 1 1/2 tsp. salt in 3/4 cup water and add to the flour. Knead to obtain an even and compact dough. Divide dough into 8 balls. Cover and let rest in the refrigerator for 30 minutes.
Step 2
Prepare the filling: Scrape seeds from the vanilla pod. Cut the candied orange into 1/8" cubes. Bring milk to a boil with 3 tsp. butter and vanilla bean seeds. Add semolina and cook, stirring until the cream pulls away from the edges (around 10 minutes)'. Let cool. When cool, add the ricotta, powdered sugar, egg yolk, candied orange and a sprinkling of cinnamon. Mix well.
Step 3
Prepare the sfogliatelle: Preheat the oven to 425°F. Fill sfogliatelle pastries with 1 Tbsp. cream and fold over, sealing the edges to create the classic “lobster tail” shape. Place on a baking sheet lined with parchment paper and bake at 425°F for around 20 minutes.