Prepare the Dough : In a large bowl, mix together the flour, salt, water, and honey until a rough dough forms. If the dough seems overly dry, incorporate a little extra water. Then, on a floured surface, knead the dough for 8 to 10 minutes until it achieves a smooth and elastic consistency. Wrap the dough in plastic wrap and refrigerate for at least 1 hour to rest.
Make the Filling: In a medium saucepan, bring the milk, sugar, and salt to a boil over medium heat. Slowly incorporate the semolina flour while whisking, ensuring to stir constantly to prevent any lumps from forming. Cook for 3-5 minutes until thickened. In a mixing bowl, combine the ricotta, egg, vanilla extract, cinnamon, and chopped candied orange peel. Add the cooled semolina mixture and mix until smooth. Set aside.
Shape the Dough: Divide the rested dough into two portions. Roll each portion out as thinly as possible on a floured surface, aiming for a thin, transparent sheet. Brush the rolled dough with melted butter or lard, then carefully roll it into a tight log. Repeat with the second portion, brushing each layer with more melted butter as you roll. Wrap each log in plastic wrap and refrigerate for 1 hour, allowing the butter to set.
Form the Sfogliatelle: Slice each dough log into 1/2-inch thick rounds. Take one round and flatten it with your fingers, stretching it from the center to create a small cone shape with thin layers. Spoon a small amount of filling into the center of each dough cone, then carefully close the edges to seal the filling inside.
Bake: Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper. Place the filled sfogliatelle on the baking sheet, spacing them apart. Brush the tops with more melted butter. Bake for 20-25 minutes, or until golden brown and crisp.
Dust and Serve: Let the sfogliatelle cool slightly, then dust generously with confectioner’s sugar. Serve warm and enjoy the delicate, flaky pastry and creamy filling!