Use well-greased peg-type wooden clothespins as a mold for these delicate cookie tubes. You may have to search for the wooden clothespins (nowadays most are plastic), but these cookies are worth the effort.
Soften yeast in warm milk; set aside. In a large bowl cut butter into flour until mixture resembles coarse crumbs. Add yeast mixture, eggs, sugar, and salt. Mix well. Form into a ball and place in a greased bowl. Cover with plastic wrap and refrigerate overnight.
Next day prepare the ricotta filling by blending all the filling ingredients together. Preheat oven to 300 degrees. Divide dough in half. Roll out each half on a floured board to make a 10-inch square. Cut into 14 strips, each 10 inches long and ¾ inch wide. Wrap each strip in a spiral around the length of a well-greased clothespin. Place clothespins on an ungreased cookie sheet and bake about 20 minutes, until light brown. Remove clothespins carefully; cool cookies on a rack. Using a pastry bag with wide opening, pipe the filling into cookies.