Sfinci (or sfingi, the singular is sfincia) are fried pastry puffs filled with ricotta-based cream similar to that used in making cannoli and cassata.
It is true that certain authors identify sfinci, cassata and cannoli with Arab cuisine as it existed in medieval Sicily and Malta. There is not absolute certainty here, but it is beyond doubt that cane sugar was introduced by the Arabs, and without it these confections would not exist today. That the sfincia may have existed – in some form – before the Arab period is implied by the former practice of serving sfinci topped with honey instead of filling them with cream.
Like cassata, sfinci are generally considered a winter item, perhaps because in times past winter and spring were the best seasons for milk production by sheep. The best Sicilian ricotta comes from sheep's milk, and that's what gives the ricotta cream produced in Sicily its distinctive flavour. In principle, the cream is supposed to fill the pastry, but lazy chefs sometimes spoon it onto the surface of the sfincia instead. (In the example photographed here, the sfincia was coated and filled with the cream.)
In southern Italy and Malta, sfinci and zeppoli have come to be associated with Saint Joseph's Day, celebrated on March 19th.