Grate the cheese and add the grated lemon and orange rinds, the eggs, saffron, 2 spoons of sieved flour and the sugar. Knead well until mixed. In a bowl, mix the sieved flour and the lard and knead, adding slightly salted water. When the dough is smooth, roll it out as thin as possible. Cut the dough into disks of about 10 cm diameter. Put a spoonful of the previously-prepared filling in the centre of each disk and fold the disks’ external edge inwards, pinching it in 4 or 5 places in order to form a small basket. Put the sweets on a floured baking sheet and bake in a moderate oven. When done, dampen the surface of the sweets with water and sprinkle them with icing sugar.