For making the best tasting Sfogliata after taking them out of the refrigerator, preheat your oven to 375 degrees Fahrenheit. Now, place your frozen sfogliatelle at least keeping a distance of 2 inches on the baking sheet and keep them in the oven. After a duration of 15 minutes, rotate the baking tray 180 degrees and continue baking until golden brown. The process might take another 15 minutes, but the time duration solely depends on your oven. You just need to make sure that you bake them until they are golden brown.