In a large bowl, combine all-purpose flour and softened butter, mixing with your fingers until it resembles coarse crumbs. Gradually add cold water, mixing until a smooth dough forms, about 2-3 minutes. Wrap in plastic wrap and chill for at least 30 minutes.

After chilling, remove the dough and divide it into two sections. Roll out one section into a thin rectangle, about 1/8-inch thick. Spread a layer of softened butter, then fold the dough like a letter into thirds. Repeat this process two more times, resting the dough in the fridge for 15 minutes between rolls.

Prepare the filling by blending ricotta cheese, sugar, eggs, citrus zest, and cinnamon in a bowl until smooth. Chill briefly in the fridge for around 10 minutes.

Roll the dough out to a thin sheet and cut into strips about 4 inches wide. Place a tablespoon of filling at one end of each strip. Fold and tuck edges to form crescent shapes, ensuring seals are tight.

Preheat the oven to 375°F (190°C) and line a baking sheet with parchment paper. Arrange the shaped sfogliatelle on the sheet and bake for approximately 25 minutes or until golden brown and flaky.

Once baked, cool slightly on a wire rack. Dust generously with powdered sugar before serving.