Sfogliatelle are best the day they are made, but they will keep in an airtight container for up to 2 days. I wouldn't freeze them because the dough will get tough and soggy from the filling. This will result in a loss of the classic texture from the pastry dough. You can reheat it in a 350°F oven for 5-10 minutes to crisp up the outside when serving the next day.