Prepare the Dough: Combine flour, water, a little sugar, and salt. Knead until smooth, then cover and rest for 30 minutes.
Roll the Dough: Roll the dough into a very thin rectangle using a pasta machine or rolling pin.
Add Butter: Spread softened butter or lard evenly over the dough. Roll it tightly into a long log, wrap, and refrigerate for at least 2 hours.
Prepare the Filling: Cook semolina in milk until thick. Allow it to cool, then mix with ricotta, sugar, egg, cinnamon, and finely grated orange zest.
Shape the Pastries: Cut the chilled dough log into thick slices. Gently press each slice from the center outward to form a cone or shell shape.
Fill the Pastries: Spoon the ricotta and semolina mixture into each shell and seal the edges carefully.
Preheat the Oven: Heat the oven to 200°C (400°F) and line a baking tray with parchment paper.
Bake: Arrange the pastries on the tray and bake for 25–35 minutes until crisp, golden, and flaky.
Cool and Serve: Allow the Sfogliatella to cool slightly, then dust with powdered sugar and serve with espresso or cappuccino.