Buccellati, cookies stuffed with dried fruits and nuts, are the most traditional Sicilian Christmas sweet and are made all over the island, in different shapes and with all kinds of variations. In large towns, you might find imposing versions shaped like a big doughnut, while elsewhere the buccellati are much smaller and fan shaped. They are often iced and festively decorated with colorful sprinkles. In many versions the preparation of buccellati requires the use of mosto cotto, a reduced grape must that has been flavored with cinnamon, cloves, carob, and orange zest. It is sometimes called vino cotto, but technically it is made with mosto (“must,” or unfermented grape juice), not wine. For centuries in Sicily, mosto cotto was used as a substitute for sugar, and in country villages, it has often been used as a syrup to treat coughs and colds.

Make the dough: In a stand mixer fitted with a paddle, beat the lard and granulated sugar until fluffy and lightened in color, about 3 minutes. Add the egg, milk, and vanilla and mix until well combined. Add the flour and baking powder and mix until a soft, smooth dough forms. Wrap the dough in plastic wrap and refrigerate for at least 30 minutes.

Make the filling: In a food processor, pulse the walnuts, almonds, and pistachios until finely ground. Transfer to a large bowl and add the dried figs, marmalade, and mosto cotto. Mix well. Pour the filling mixture into a large saucepan and cook over medium-low heat, stirring constantly, until the figs soften and the mixture thickens, 3 to 5 minutes. Return the filling to the bowl and let cool completely.

Preheat the oven to 350°F (180°C). Line two baking sheets with parchment paper.

Divide the chilled dough into 4 equal portions. Working with 1 portion at a time, roll out the dough into a 3-by-15-inch (7 by 38 cm) rectangle about 1⁄8 inch (3 mm) thick. Transfer the cooled fig filling to a pastry bag fitted with a #12 (1⁄3-inch/1 cm) plain tip. (Alternatively, just use a small spoon.) With a long side of the dough rectangle facing you, pipe (or spoon) a line of filling about two fingers’ distance from the dough’s top edge along the length of the rectangle. Fold the bottom of the dough up over the filling and then fold the top down to enclose the filling. Turn the log seam-side down and press gently to seal and flatten a bit. Repeat with the remaining dough and filling.

Using a small knife or scissors, cut slits about every ¾ inch (19 mm) down the log and about 1/3 of the way into the log. Cut each log into 3-inch (7 cm) segments and gently pull apart the slits to open each cookie into a fan shape. Place the cookies on the prepared baking sheets.

Bake until the cookies are golden, about 20 minutes. Let cool on the baking sheets.

While the cookies cool, prepare the decorations: In a small bowl, stir together the powdered sugar and enough lemon juice to achieve a smooth but dippable consistency. When the cookies are completely cool, dip the tops into the icing and decorate with rainbow sprinkles.