-
1
Combine the flour, salt, lard, egg, and white wine in a bowl. Work the mixture until a smooth, cohesive dough forms. It should be pliable but not sticky — adjust with small additions of flour or wine as needed. Wrap and rest at room temperature while the filling is prepared.
-
2
Mix the finely grated fresh pecorino with the whole eggs, sugar, lemon zest, and saffron dissolved in its soaking water. Stir until fully combined into a homogeneous paste. The mixture should hold its shape lightly when a spoonful is lifted.
-
3
Roll the pastry out to a thickness of 3–4 mm — thin enough to cook through but substantial enough not to absorb excess oil. Cut rounds approximately 8 cm in diameter. Place a modest spoonful of filling at the centre of each round; do not overfill. Fold the pastry over to form a half-moon and press the edges closed firmly with fork tines. This is where the dish lives or dies: a poorly sealed edge will allow the filling to expand and burst in the hot oil, losing both form and filling.
-
4
Heat the lard (or olive oil) to 170°C in a deep, heavy pan. Fry the calcioni in batches without crowding until the pastry is an even golden colour on both sides, turning once. The surface should be crisp and deeply coloured, with no pale or soft patches remaining.
-
5
Lift the calcioni from the oil with a slotted spoon and drain briefly on absorbent paper. Dust immediately with icing sugar while the surface is still hot. Serve warm — the cheese centre remains soft only while the pastry retains its heat.