If you would like to heed Fat Clemenza’s advice even while in Rome, you should definitely stop at Mizzica.
There, you will find a bit of Sicily in Rome and you will be able to try the whole gamut of snacks Sicily is known for:1) Cannoli. Mizzica offers two varieties: the traditional one with white ricotta cheese filling and the green ones made with the addition of pistachio and almond flavor. A problem with cannoli is that the pastry shell may get soggy after a while upon contact with the ricotta filling. For an optimal experience, kindly ask the waiting staff to fill your cannoli on the spot.
2) Arancine. These ‘little oranges’ can be reductively described as deep-fried balls of rice with different fillings. A Roman supplì, which you may have tried as an antipasto to your pizza, pales in comparison to a Sicilian arancina. At Mizzica, try the traditional one ‘al ragù’ with peas, carrots and meat ragù, the ones with ham and mozzarella, and the ones with eggplant or spinach filling.
3) Gelati and granite. Even for what concerns ice cream and water-ice, the Sicilian versions are simply superior to their Roman counterparts. You may want to try the lemon, coffee, pistachio, or gelsi flavored granite. Additionally, Sicilians like to eat both with a brioche (a sweet bun) and that too is a sign of cultural superiority!
There are two locations. The other one is at: Via Lucrezio Caro, 14/22.