Cuccidati cookies are composed of a sweet, delicate pastry dough that's filled with a mixture of figs, dates, raisins, and various nuts such as almonds or walnuts. This filling is sometimes complemented with the addition of honey, spices, and a splash of Marsala wine for a unique depth of flavor. Once baked, the cookies are typically adorned with a simple icing and colored sprinkles for a festive touch.