Place the flours, sugar, vanilla, yeast, and lard in a bowl. Mix by hand to combine all the ingredients very well.
Gradually add the warm water and continue mixing.
Knead just until well blended.
Wrap in cling film for one hour.
Grind the figs and nuts in a food processor. Set aside.
Remove the peel from the mandarins and oranges, discarding the white part of them, pulverise them finely and then mix them with the nuts.
Add the cinnamon, the powdered cloves and the honey.
Finally, add the marsala little by little and mix very well.
Cut the pastry into small cubes, roll it out to a thickness of 0.5 cm.
Fill with a teaspoonful of the mixture, giving it the shape of an empanada.
Leave to rest for half an hour.
Bake for 20 minutes at 180°C.
Mix the sugar, egg white and lemon juice. Paint and decorate with the rain of colours.
Bake in a preheated oven for 5 minutes.