Put 500 g flour, 2 tablespoons sugar, 1 pinch of salt, butter, 2 eggs and 100 ml lukewarm water in a bowl. Knead everything quickly to a smooth dough. Wrap in foil and let it rest for about 1 hour.
Wash the lemon and orange in hot water and dry. Finely grate the peel. Mix 1 egg, 60 g sugar and 1 pinch of salt with the whisk of the hand mixer until thick and creamy. First stir in the citrus peel and saffron, then the ricotta bit by bit.
Divide the dough into 3 portions. Roll out 1 portion on some flour 1-2 mm thick. Cut out approx. 20 circles (each approx. 8 cm Ø). Separate 1 egg. Whisk the egg white. Spread about 10 circles of dough with egg white all around the edges and place 1 tbsp. of filling in the middle of each circle.
Cover each with 1 circle of dough and press the edges all around with a fork. Process the rest of the dough and filling in the same way.
Carefully place on two baking trays lined with baking paper. Whisk the egg yolk and 1 tbsp. water and spread it on the cookies. Bake one after the other in a preheated oven (electric oven: 175 °C/circulating air: 150 °C/gas: level 2) for about 25 minutes.
Dust with icing sugar. Drink tip: Espresso.