DessertsAll cookies are from New York City! View fullsize Amaretti View fullsize Seven Layer View fullsize Lemon Drops View fullsize Round Chocolate/Raspberry Filling View fullsize Round Chocolate/Raspberry Filling View fullsize Cherry Center View fullsize Round Sprinkle View fullsize Chocolate Dip View fullsize Chocolate Lady Finger View fullsize Sugar Lady Finger View fullsize Large Cannolo Zeppole di San Guiseppe are traditional Italian cream filled pastries which are made every March 17-19 for the Feast of St. Joseph.