I love cannoli. In my family they'd be either cream filled or ricotta. I prefer ricotta. (Very filling. Can never eat more than one at a sitting)
Don't mind Biscotti but really like Pizzelle better. They're not too sweet but very tasty, though flat/thin. Something about them reminds me of the communion host.
Go figure. The Ameretti cookies (without anise) are good and along with other cookies mentioned were part of an assortment passed out at Italian weddings back in the day.
Sfingi (Sicilian donut holes): EVERY Christmas my grandmother would make Sfingi. Loved them.
Never real crazy about spumoni though.
TIS