Combine the milk and sugar in a medium saucepan. Bring to a boil, then lower the heat and slowly add the semolina, whisking quickly to avoid lumps. Cook until smooth and thick, about 2 minutes. Spread onto a lined baking sheet to cool.

When cool, break the mixture into pieces and place in the bowl of a stand mixer. Add the ricotta, egg yolk, vanilla extract, and cinnamon. Beat until smooth and creamy. Stir in the candied orange peel and lemon zest. Refrigerate until needed.

In a bowl, combine the flour, water, honey, and salt. Knead the dough on a clean work surface until combined. Wrap tightly in plastic wrap and refrigerate for 2 hours or overnight.

Roll out the dough to about ⅓ inch (10 mm) thick with a pasta roller at the widest setting. Fold the dough in half after each pass. Continue until the dough is smooth.

Divide the dough into 4 pieces. Roll each piece through the pasta roller, ending with the highest setting. Roll out the dough to about 4 inches (10 cm) wide. Smear liberally with lard and roll tightly into a log.

Continue with remaining dough, overlapping ends as needed. Wrap the finished log in plastic wrap and chill for at least 2 hours or overnight.

Preheat the oven to 400°F (200°C). Line 2 baking sheets with parchment paper.

Slice the log into 16 even slices. Place the semolina-ricotta mixture into a pastry bag.

Take one slice of dough, and gently push out from the center to form a cone shape. Fill with the ricotta mixture and lightly push the opening closed.

Place onto the prepared baking sheet. Bake for 20 to 25 minutes until golden brown.

Cool on a rack and serve warm, optionally with powdered sugar.