Step 1: Prepare the Dough

1. In a mixing bowl, combine the flour, sugar, and salt. Gradually add water and knead until a smooth dough forms.
2. Wrap the dough in plastic wrap and let it rest for at least 2 hours.
3. Roll out the dough into a very thin sheet (about 1mm thick), then brush it with melted butter.
4. Roll the sheet into a tight log, wrap it in plastic, and refrigerate for another 2 hours.

Step 2: Make the Filling

1. Heat milk in a saucepan and gradually whisk in semolina flour, stirring until thickened.
2. Remove from heat and let it cool slightly, then mix in ricotta, sugar, cinnamon, vanilla, egg yolk, lemon zest, and candied orange peel.
3. Cover and refrigerate until ready to use.

Step 3: Shape and Fill the Sfogliatelle

1. Slice the dough log into 1/2-inch pieces.
2. Using your hands, shape each piece into a cone by gently pressing from the center outward.
3. Fill each cone with about a tablespoon of ricotta filling and seal the edges carefully.
4. Preheat your oven to 375°F (190°C) and place the pastries on a lined baking sheet.
5. Bake for 25-30 minutes, until golden brown and crispy.

Step 4: Serve and Enjoy

1. Let the sfogliatelle cool slightly before dusting them with powdered sugar.
2. Serve warm for the best texture and flavor.