To make the cakes, preheat an oven to 350° and line a few baking sheets with parchment.

In a mixing bowl, beat 1 cup sugar and eggs until light; add in the oil and milk and mix again.

Meanwhile, in another bowl, combine flour, baking powder and salt; add slowly to the egg mixture and mix again.

Using a small spoon or a cookie scoop, scoop small balls of the dough onto a cookie sheet and with wet hands, roll into uniform balls (the dough will be sticky); press down slightly.

Bake for 15 minutes or until the bottoms are slightly golden (if you don’t have a convection oven, rotate your trays half-way through the cooking time.

Cool slightly while you make the custard.

In a small pot on the stove, heat milk over medium heat.

In a small dish, beat egg yolks and sugar until combined

Slowly add, while stirring, about 2 tbsp of warm (not hot) milk and stir again; add flour and stir again.

Add about 2 more tbsp of warm milk and flour and mix vigorously; add mixture into milk and cook while stirring.

Keep stirring until mixture thickens; remove from heat

Strain into a dish through a sieve (this is optional, but if you’re new to custard making, this will keep all lips out of your mix); top with a piece of waxed paper to prevent a skin from forming.

Now, using a melon baller or small spoon, scoop out the insides of the cookies (see picture above) and set aside the cookie crumbs; place hollowed out cookies on a tray.

If you’re using the marsala (it will make your cookies a bit more tender), moisten the insides with a bit of marsala.

In a shallow dish, mix the vermouth with the food colouring until it turns an orangish colour; put granulated sugar in another bowl.

Spoon about a tsp full of custard into each half and then sandwich 2 halves together.

Dip into the coloured liquor to coat all sides and roll in the granulated sugar; place on a tray.

If you wrap the cookies with plastic wrap and wait a day, the cookies will get more tender.

Add leaves if you are using them, just before you are ready to serve them.